+50.9%
LVS vs FTI
+1,410.6%
-1,359.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -3.9% | +12.3% | -16.2% | -9.0% |
| 3M | -12.9% | +13.8% | -26.6% | -18.7% |
| 6M | -16.9% | +24.3% | -41.2% | -26.2% |
| YTD | -31.2% | +75.8% | -107.0% | -48.0% |
| 1Y | -16.4% | +99.6% | -116.0% | -40.4% |
| 3Y | -4.4% | +278.4% | -282.9% | -51.8% |
| 5Y | +6.7% | +1,168.7% | -1,162.0% | -72.8% |
| 10Y | +1.4% | +297.5% | -296.1% | -65.2% |
| All | +50.9% | +1,410.6% | -1,359.7% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling