+5.0%
LVS vs USFR
+21.4%
-16.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +10.0% | +0.4% | +9.6% | +9.9% |
| 3M | -11.0% | +1.1% | -12.1% | -11.0% |
| 6M | -20.1% | +2.0% | -22.2% | -20.1% |
| YTD | -36.3% | +3.5% | -39.8% | -36.0% |
| 1Y | -36.8% | +4.1% | -40.9% | -36.5% |
| 3Y | -9.5% | +14.4% | -23.9% | -12.4% |
| All | +5.0% | +21.4% | -16.4% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling