-22.0%
LVS vs USFR
+28.6%
-50.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +10.0% | +0.4% | +9.6% | +9.6% |
| 3M | -11.0% | +1.1% | -12.1% | -12.0% |
| 6M | -20.1% | +2.0% | -22.2% | -21.8% |
| YTD | -36.3% | +3.5% | -39.8% | -38.6% |
| 1Y | -36.8% | +4.1% | -40.9% | -39.5% |
| 3Y | -9.5% | +14.4% | -23.9% | -21.6% |
| 5Y | +9.3% | +21.4% | -12.1% | -11.0% |
| 10Y | -11.0% | +28.6% | -39.5% | -31.4% |
| All | -22.0% | +28.6% | -50.6% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling