-20.0%
LVS vs FTI
+89.7%
-109.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -3.5% | -4.4% | +0.9% | -3.0% |
| 30D | -6.2% | +1.5% | -7.7% | -6.4% |
| 3M | -14.8% | +8.2% | -23.0% | -15.7% |
| 6M | -20.9% | +18.8% | -39.7% | -25.3% |
| YTD | -33.0% | +71.7% | -104.7% | -46.7% |
| 1Y | -20.0% | +90.0% | -110.1% | -43.7% |
| All | -20.0% | +89.7% | -109.7% | -43.7% |
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