-3.3%
LVS vs USFR
+28.1%
-31.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -6.2% | +0.4% | -6.6% | -6.6% |
| 3M | -14.8% | +1.0% | -15.9% | -15.7% |
| 6M | -20.9% | +2.0% | -22.8% | -22.3% |
| YTD | -33.0% | +2.8% | -35.8% | -34.8% |
| 1Y | -20.0% | +4.1% | -24.1% | -23.1% |
| 3Y | -6.9% | +14.1% | -21.1% | -18.6% |
| 5Y | +9.1% | +20.6% | -11.5% | -9.4% |
| All | -3.3% | +28.1% | -31.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling