+5.2%
LVS vs FN
+289.0%
-283.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -0.8% |
| 7D | -1.5% | -1.7% | +0.2% | -1.3% |
| 30D | -3.2% | -22.0% | +18.8% | -0.4% |
| 3M | -12.0% | -43.0% | +31.0% | -5.6% |
| 6M | -19.9% | -27.7% | +7.9% | -19.2% |
| YTD | -30.6% | -10.5% | -20.1% | -33.7% |
| 1Y | -17.7% | +12.5% | -30.2% | -25.9% |
| 3Y | -14.2% | +153.8% | -168.0% | -41.9% |
| All | +5.2% | +289.0% | -283.8% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling