-11.3%
LVS vs FN
+850.1%
-861.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.3% | -2.5% |
| 7D | -1.3% | +8.0% | -9.3% | -3.3% |
| 30D | +12.2% | -19.1% | +31.3% | +15.3% |
| 3M | -11.3% | -29.8% | +18.5% | -7.4% |
| 6M | -21.6% | -43.2% | +21.6% | -16.5% |
| YTD | -36.6% | -18.9% | -17.6% | -39.8% |
| 1Y | -38.4% | -17.9% | -20.5% | -42.2% |
| 3Y | -10.2% | +120.1% | -130.3% | -41.1% |
| 5Y | +9.4% | +206.7% | -197.3% | -38.6% |
| 10Y | -11.3% | +804.7% | -816.0% | -63.9% |
| All | -11.3% | +850.1% | -861.4% | -63.9% |
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