+126.4%
DAL vs LVS
+1.0%
+125.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | -13.6% | -3.9% | -9.6% | -11.9% |
| 3M | +1.2% | -12.9% | +14.1% | +8.0% |
| 6M | +34.5% | -16.9% | +51.4% | +46.4% |
| YTD | +14.7% | -31.2% | +45.9% | +35.9% |
| 1Y | +29.2% | -16.4% | +45.7% | +36.8% |
| 3Y | +100.0% | -4.4% | +104.4% | +90.0% |
| 5Y | +106.3% | +6.7% | +99.6% | +68.7% |
| 10Y | +126.4% | +1.4% | +124.9% | +96.0% |
| All | +126.4% | +1.0% | +125.3% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling