+27.8%
LVS vs FTV
+82.6%
-54.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.3% |
| 7D | -4.3% | -5.2% | +0.9% | -1.2% |
| 30D | -6.8% | -11.5% | +4.7% | +0.2% |
| 3M | -15.6% | -9.0% | -6.6% | -11.4% |
| 6M | -20.6% | -2.0% | -18.6% | -20.8% |
| YTD | -33.4% | -0.9% | -32.5% | -34.7% |
| 1Y | -20.1% | +14.8% | -34.9% | -29.1% |
| 3Y | -7.4% | -5.5% | -1.9% | -8.4% |
| 5Y | +8.5% | -1.9% | +10.4% | +2.7% |
| 10Y | -1.7% | +78.2% | -79.9% | -26.5% |
| All | +27.8% | +82.6% | -54.8% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling