+10.4%
LVS vs FTI
+1,145.2%
-1,134.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | -4.7% | +5.0% | -9.7% | -5.9% |
| 3M | -15.6% | +13.8% | -29.4% | -18.8% |
| 6M | -18.6% | +22.9% | -41.5% | -23.8% |
| YTD | -32.3% | +75.0% | -107.2% | -42.5% |
| 1Y | -18.0% | +96.9% | -114.9% | -32.8% |
| 3Y | -5.8% | +276.7% | -282.6% | -36.2% |
| All | +10.4% | +1,145.2% | -1,134.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling