+62.1%
DAL vs LVS
-31.5%
+93.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.5% | +0.7% | +4.8% |
| 7D | +11.1% | +13.4% | -2.3% | +6.5% |
| 30D | +7.7% | +12.2% | -4.5% | +3.6% |
| 3M | -3.5% | -10.7% | +7.2% | -0.4% |
| 6M | +31.3% | -19.8% | +51.1% | +40.2% |
| YTD | +30.0% | -35.8% | +65.8% | +46.4% |
| 1Y | +62.1% | -31.8% | +93.9% | +78.1% |
| All | +62.1% | -31.5% | +93.6% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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