-37.7%
LVS vs FN
-20.4%
-17.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.9% | -13.2% | -1.1% |
| 7D | +5.2% | +16.3% | -11.1% | +5.4% |
| 30D | +12.0% | -24.7% | +36.7% | +11.8% |
| 3M | -11.5% | -34.9% | +23.4% | -11.7% |
| 6M | -23.2% | -41.1% | +17.9% | -23.2% |
| YTD | -36.7% | -19.6% | -17.1% | -39.0% |
| All | -37.7% | -20.4% | -17.2% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling