-10.6%
LVS vs FND
+56.5%
-67.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -3.5% | -5.8% | +2.3% | -1.9% |
| 30D | -6.2% | -20.2% | +14.0% | -0.3% |
| 3M | -14.8% | -12.0% | -2.9% | -12.6% |
| 6M | -20.9% | -18.5% | -2.4% | -17.8% |
| YTD | -33.0% | -22.3% | -10.8% | -30.1% |
| 1Y | -20.0% | -47.6% | +27.6% | -6.9% |
| 3Y | -6.9% | -49.8% | +42.8% | +4.9% |
| 5Y | +9.1% | -63.0% | +72.1% | +27.4% |
| All | -10.6% | +56.5% | -67.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling