+63.6%
DDOG vs LVS
+8.6%
+55.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | +3.9% | -3.5% | +7.4% | +5.3% |
| 30D | -8.2% | -6.2% | -1.9% | -6.2% |
| 3M | -5.6% | -14.8% | +9.3% | 0.0% |
| 6M | +73.5% | -20.9% | +94.4% | +89.0% |
| YTD | +62.7% | -33.0% | +95.7% | +89.2% |
| 1Y | +59.0% | -20.0% | +79.0% | +70.8% |
| 3Y | +117.1% | -6.9% | +124.1% | +107.7% |
| All | +63.6% | +8.6% | +55.0% | +30.3% |
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 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