+47.9%
DE vs LVS
-18.2%
+66.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +10.0% | -1.5% | +11.5% | +10.1% |
| 30D | +13.3% | -3.2% | +16.5% | +13.5% |
| 3M | +17.5% | -12.0% | +29.5% | +18.5% |
| 6M | +13.6% | -19.9% | +33.5% | +15.3% |
| YTD | +49.8% | -30.6% | +80.4% | +54.0% |
| 1Y | +47.9% | -17.7% | +65.6% | +46.3% |
| All | +47.9% | -18.2% | +66.1% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling