+5.0%
LVS vs FTV
+17.3%
-12.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -0.8% | +3.9% | -4.7% | -2.9% |
| 30D | +10.0% | +18.7% | -8.7% | -0.1% |
| 3M | -11.0% | +10.0% | -21.1% | -15.9% |
| 6M | -20.1% | +14.6% | -34.7% | -27.0% |
| YTD | -36.3% | +23.4% | -59.8% | -45.1% |
| 1Y | -36.8% | +31.3% | -68.1% | -47.8% |
| 3Y | -9.5% | +39.8% | -49.3% | -30.0% |
| All | +5.0% | +17.3% | -12.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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