+76.5%
DE vs LVS
-8.3%
+84.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -2.4% | -4.3% | +1.9% | -1.5% |
| 30D | +9.7% | -6.8% | +16.5% | +11.2% |
| 3M | +21.4% | -15.6% | +37.0% | +25.4% |
| 6M | +15.0% | -20.6% | +35.6% | +19.9% |
| YTD | +46.4% | -33.4% | +79.8% | +58.6% |
| 1Y | +45.6% | -20.1% | +65.8% | +49.6% |
| All | +76.5% | -8.3% | +84.8% | +65.8% |
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 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