-11.6%
LVS vs FN
+753.0%
-764.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.1% | -2.6% |
| 7D | +11.1% | 0.0% | +11.1% | +10.2% |
| 30D | +14.7% | -34.3% | +49.0% | +22.8% |
| 3M | -10.9% | -39.9% | +28.9% | -4.1% |
| 6M | -22.3% | -51.8% | +29.5% | -14.5% |
| YTD | -35.8% | -28.1% | -7.7% | -37.6% |
| 1Y | -33.5% | -29.1% | -4.4% | -35.6% |
| 3Y | -11.7% | +102.4% | -114.2% | -41.3% |
| 5Y | +2.6% | +171.7% | -169.0% | -40.8% |
| All | -11.6% | +753.0% | -764.6% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling