+490.5%
DDOG vs LVS
-20.1%
+510.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | +3.2% | -4.3% | +7.5% | +4.7% |
| 30D | -10.2% | -6.8% | -3.3% | -8.3% |
| 3M | -2.6% | -15.6% | +13.0% | +2.5% |
| 6M | +80.1% | -20.6% | +100.7% | +93.3% |
| YTD | +63.0% | -33.4% | +96.4% | +85.2% |
| 1Y | +59.4% | -20.1% | +79.5% | +69.5% |
| 3Y | +127.0% | -7.4% | +134.5% | +121.3% |
| 5Y | +61.7% | +8.5% | +53.2% | +43.1% |
| All | +490.5% | -20.1% | +510.6% | +407.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling