+6.4%
LVS vs FLR
+238.1%
-231.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -3.5% | -3.5% | 0.0% | -2.6% |
| 30D | -6.2% | +4.2% | -10.4% | -7.4% |
| 3M | -14.8% | +8.1% | -22.9% | -17.4% |
| 6M | -20.9% | +21.5% | -42.4% | -26.4% |
| YTD | -33.0% | +36.8% | -69.8% | -40.1% |
| 1Y | -20.0% | +31.2% | -51.2% | -28.1% |
| 3Y | -6.9% | +53.9% | -60.8% | -26.6% |
| All | +6.4% | +238.1% | -231.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling