+139.1%
LVS vs FN
+3,131.3%
-2,992.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.5% |
| 7D | -3.9% | +20.8% | -24.7% | -7.6% |
| 30D | +7.1% | -17.3% | +24.3% | +9.4% |
| 3M | -13.2% | -38.1% | +24.9% | -7.2% |
| 6M | -22.8% | -44.2% | +21.4% | -17.8% |
| YTD | -38.0% | -22.3% | -15.7% | -40.2% |
| 1Y | -39.5% | -20.9% | -18.5% | -42.2% |
| 3Y | -12.2% | +111.1% | -123.2% | -37.7% |
| 5Y | +6.4% | +191.8% | -185.4% | -32.5% |
| 10Y | -13.3% | +767.4% | -780.7% | -58.3% |
| All | +139.1% | +3,131.3% | -2,992.2% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling