+101.8%
DASH vs LVS
-11.1%
+112.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +0.4% | +11.1% | -10.7% | -2.4% |
| 30D | -6.0% | +14.7% | -20.7% | -9.4% |
| 3M | -15.8% | -10.9% | -4.8% | -13.3% |
| 6M | +7.0% | -22.3% | +29.3% | +13.9% |
| YTD | -20.7% | -35.8% | +15.1% | -12.2% |
| 1Y | -8.5% | -33.5% | +24.9% | +0.4% |
| 3Y | +101.8% | -11.7% | +113.5% | +92.9% |
| All | +101.8% | -11.1% | +112.9% | +92.9% |
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