-11.9%
LVS vs FN
+111.9%
-123.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.0% |
| 7D | -3.9% | +20.8% | -24.7% | -5.2% |
| 30D | +7.1% | -17.3% | +24.3% | +8.1% |
| 3M | -13.2% | -38.1% | +24.9% | -10.6% |
| 6M | -22.8% | -44.2% | +21.4% | -20.4% |
| YTD | -38.0% | -22.3% | -15.7% | -39.9% |
| 1Y | -39.5% | -20.9% | -18.5% | -41.7% |
| All | -11.9% | +111.9% | -123.8% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling