-14.0%
LVS vs FN
+837.6%
-851.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.9% | -13.2% | -3.5% |
| 7D | +5.2% | +16.3% | -11.1% | +1.3% |
| 30D | +12.0% | -24.7% | +36.7% | +16.7% |
| 3M | -11.5% | -34.9% | +23.4% | -6.2% |
| 6M | -23.2% | -41.1% | +17.9% | -18.9% |
| YTD | -36.7% | -19.6% | -17.1% | -39.8% |
| 1Y | -36.8% | -18.5% | -18.3% | -40.5% |
| 3Y | -10.5% | +119.1% | -129.7% | -41.2% |
| 5Y | +5.1% | +206.9% | -201.9% | -41.0% |
| 10Y | -14.0% | +826.4% | -840.4% | -64.5% |
| All | -14.0% | +837.6% | -851.5% | -64.5% |
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