-3.3%
LVS vs FTI
+305.3%
-308.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -3.5% | -4.4% | +0.9% | -2.2% |
| 30D | -6.2% | +1.5% | -7.7% | -6.8% |
| 3M | -14.8% | +8.2% | -23.0% | -17.4% |
| 6M | -20.9% | +18.8% | -39.7% | -25.7% |
| YTD | -33.0% | +71.7% | -104.7% | -43.9% |
| 1Y | -20.0% | +90.0% | -110.1% | -35.1% |
| 3Y | -6.9% | +270.5% | -277.4% | -39.9% |
| 5Y | +9.1% | +1,084.5% | -1,075.4% | -53.5% |
| All | -3.3% | +305.3% | -308.6% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling