-8.2%
LVS vs FND
+58.4%
-66.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.4% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -3.9% | -23.6% | +19.6% | +3.3% |
| 3M | -12.9% | +4.3% | -17.2% | -15.0% |
| 6M | -16.9% | -20.3% | +3.3% | -13.3% |
| YTD | -31.2% | -21.3% | -9.9% | -28.5% |
| 1Y | -16.4% | -45.4% | +29.0% | -3.9% |
| 3Y | -4.4% | -48.9% | +44.4% | +7.1% |
| 5Y | +6.7% | -61.0% | +67.7% | +22.6% |
| All | -8.2% | +58.4% | -66.6% | -36.2% |
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