-19.2%
LVS vs FRMI
-78.0%
+58.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -2.7% | +15.9% | -18.6% | -2.7% |
| 30D | -4.7% | -6.0% | +1.3% | -4.7% |
| 3M | -15.6% | -1.6% | -14.0% | -15.6% |
| 6M | -18.6% | -30.7% | +12.1% | -18.8% |
| YTD | -32.3% | -30.9% | -1.4% | -32.3% |
| All | -19.2% | -78.0% | +58.8% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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