-31.8%
LVS vs FTI
+57.1%
-88.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.4% | +9.8% | +6.2% |
| 7D | +13.4% | -9.7% | +23.1% | +12.6% |
| 30D | +12.2% | -8.2% | +20.4% | +11.6% |
| 3M | -10.7% | -7.8% | -2.9% | -11.2% |
| 6M | -19.8% | -13.4% | -6.4% | -19.7% |
| YTD | -35.8% | +45.1% | -80.8% | -36.8% |
| 1Y | -31.8% | +54.6% | -86.4% | -34.3% |
| All | -31.8% | +57.1% | -88.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling