+173.8%
DAL vs LVS
-11.1%
+185.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | +8.8% | +11.1% | -2.3% | +4.2% |
| 30D | +5.4% | +14.7% | -9.3% | -0.5% |
| 3M | -4.9% | -10.9% | +6.0% | -0.5% |
| 6M | +19.8% | -22.3% | +42.2% | +32.4% |
| YTD | +27.0% | -35.8% | +62.8% | +50.6% |
| 1Y | +52.5% | -33.5% | +85.9% | +77.7% |
| 3Y | +173.8% | -11.7% | +185.6% | +147.9% |
| All | +173.8% | -11.1% | +185.0% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling