-29.3%
DASH vs LVS
+8.6%
-38.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.0% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | -6.8% | +10.0% | -16.8% | -11.2% |
| 3M | -20.7% | -11.0% | -9.7% | -16.0% |
| 6M | +15.1% | -20.1% | +35.2% | +28.4% |
| YTD | -24.3% | -36.3% | +12.1% | -6.3% |
| 1Y | -12.1% | -36.8% | +24.7% | +9.0% |
| 3Y | +91.1% | -9.5% | +100.6% | +78.7% |
| All | -29.3% | +8.6% | -38.0% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling