+5.3%
LVS vs FN
+170.4%
-165.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.1% | -1.9% |
| 7D | +11.1% | 0.0% | +11.1% | +10.5% |
| 30D | +14.7% | -34.3% | +49.0% | +20.3% |
| 3M | -10.9% | -39.9% | +28.9% | -6.2% |
| 6M | -22.3% | -51.8% | +29.5% | -16.6% |
| YTD | -35.8% | -28.1% | -7.7% | -37.6% |
| 1Y | -33.5% | -29.1% | -4.4% | -35.5% |
| 3Y | -11.7% | +102.4% | -114.2% | -38.8% |
| All | +5.3% | +170.4% | -165.1% | -41.7% |
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