-15.0%
LVS vs FND
+57.9%
-72.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.3% |
| 7D | -0.8% | -6.8% | +6.0% | +1.0% |
| 30D | +10.0% | +8.0% | +2.0% | +7.3% |
| 3M | -11.0% | -18.9% | +7.9% | -6.3% |
| 6M | -20.1% | +4.7% | -24.8% | -22.8% |
| YTD | -36.3% | -21.6% | -14.8% | -34.0% |
| 1Y | -36.8% | -22.0% | -14.8% | -34.6% |
| 3Y | -9.5% | -40.4% | +30.9% | -3.4% |
| 5Y | +9.3% | -63.8% | +73.1% | +28.7% |
| All | -15.0% | +57.9% | -72.8% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling