+31.5%
DAL vs LVS
-16.4%
+47.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | -13.6% | -3.9% | -9.6% | -12.7% |
| 3M | +1.2% | -12.9% | +14.1% | +4.5% |
| 6M | +34.5% | -16.9% | +51.4% | +40.1% |
| YTD | +14.7% | -31.2% | +45.9% | +22.4% |
| All | +31.5% | -16.4% | +47.9% | +37.7% |
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