+3.5%
LVS vs FN
+899.8%
-896.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -0.9% |
| 7D | -1.5% | -1.7% | +0.2% | -1.2% |
| 30D | -3.2% | -22.0% | +18.8% | +0.7% |
| 3M | -12.0% | -43.0% | +31.0% | -3.6% |
| 6M | -19.9% | -27.7% | +7.9% | -18.8% |
| YTD | -30.6% | -10.5% | -20.1% | -34.1% |
| 1Y | -17.7% | +12.5% | -30.2% | -27.1% |
| 3Y | -14.2% | +153.8% | -168.0% | -44.2% |
| 5Y | +9.6% | +288.0% | -278.4% | -40.4% |
| All | +3.5% | +899.8% | -896.2% | -56.2% |
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