+50.9%
LVS vs FLR
+158.8%
-107.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +0.3% | +0.7% | -0.3% | 0.0% |
| 30D | -3.9% | -0.7% | -3.2% | -4.2% |
| 3M | -12.9% | +14.3% | -27.2% | -19.3% |
| 6M | -16.9% | +25.6% | -42.5% | -27.2% |
| YTD | -31.2% | +42.9% | -74.1% | -43.3% |
| 1Y | -16.4% | +38.7% | -55.1% | -31.1% |
| 3Y | -4.4% | +61.8% | -66.2% | -32.4% |
| 5Y | +6.7% | +254.1% | -247.4% | -49.8% |
| 10Y | +1.4% | +20.0% | -18.6% | -44.1% |
| All | +50.9% | +158.8% | -107.8% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling