+98.6%
DASH vs LVS
-9.4%
+108.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.4% |
| 7D | -10.2% | -1.3% | -9.0% | -9.9% |
| 30D | -8.2% | +12.2% | -20.4% | -11.0% |
| 3M | -15.9% | -11.3% | -4.6% | -13.4% |
| 6M | +13.3% | -21.6% | +34.9% | +20.3% |
| YTD | -21.3% | -36.6% | +15.3% | -12.6% |
| 1Y | -11.1% | -38.4% | +27.2% | -0.7% |
| All | +98.6% | -9.4% | +108.0% | +88.3% |
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