+351.3%
DAL vs LVS
-15.6%
+366.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | -13.9% | -3.2% | -10.7% | -13.0% |
| 3M | +1.1% | -12.0% | +13.1% | +5.2% |
| 6M | +26.2% | -19.9% | +46.1% | +35.3% |
| YTD | +16.4% | -30.6% | +47.1% | +30.1% |
| 1Y | +33.9% | -17.7% | +51.6% | +40.3% |
| 3Y | +93.4% | -14.2% | +107.6% | +96.9% |
| 5Y | +106.4% | +9.6% | +96.7% | +86.5% |
| 10Y | +143.0% | +5.7% | +137.3% | +121.9% |
| All | +351.3% | -15.6% | +366.9% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling