-20.0%
LVS vs USFR
+4.1%
-24.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +1.1% |
| 7D | -3.5% | +0.1% | -3.6% | -2.5% |
| 30D | -6.2% | +0.4% | -6.6% | -3.6% |
| 3M | -14.8% | +1.0% | -15.9% | -6.8% |
| 6M | -20.9% | +2.0% | -22.8% | +0.4% |
| YTD | -33.0% | +2.8% | -35.8% | +3.3% |
| 1Y | -20.0% | +4.1% | -24.1% | +70.4% |
| All | -20.0% | +4.1% | -24.1% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling