+158.1%
DASH vs LVS
-8.9%
+167.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -10.6% | -1.5% | -9.1% | -10.2% |
| 30D | +2.2% | -3.2% | +5.4% | +3.1% |
| 3M | +32.3% | -12.0% | +44.3% | +37.0% |
| 6M | +19.1% | -19.9% | +39.0% | +26.6% |
| YTD | -6.5% | -30.6% | +24.1% | +2.9% |
| 1Y | -14.9% | -17.7% | +2.9% | -11.2% |
| All | +158.1% | -8.9% | +167.0% | +145.1% |
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