+27.8%
LVS vs FRSH
-72.4%
+100.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -2.7% | -9.6% | +6.8% | -0.8% |
| 30D | -4.7% | -0.4% | -4.3% | -4.9% |
| 3M | -15.6% | +27.2% | -42.8% | -20.1% |
| 6M | -18.6% | +42.2% | -60.8% | -25.0% |
| YTD | -32.3% | -2.6% | -29.7% | -33.1% |
| 1Y | -18.0% | -10.2% | -7.9% | -17.9% |
| 3Y | -5.8% | -45.5% | +39.7% | +0.5% |
| All | +27.8% | -72.4% | +100.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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