+8.5%
LVS vs USFR
+20.4%
-11.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -6.8% | +0.3% | -7.1% | -7.0% |
| 3M | -15.6% | +1.0% | -16.6% | -16.1% |
| 6M | -20.6% | +1.9% | -22.5% | -21.4% |
| YTD | -33.4% | +2.7% | -36.1% | -34.3% |
| 1Y | -20.1% | +4.0% | -24.1% | -22.1% |
| 3Y | -7.4% | +14.1% | -21.5% | -18.7% |
| 5Y | +8.5% | +20.5% | -12.0% | -4.5% |
| All | +8.5% | +20.4% | -11.9% | -4.5% |
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