+99.6%
DE vs LVS
+8.6%
+91.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.6% | -3.5% | +0.9% | -1.9% |
| 30D | +9.0% | -6.2% | +15.3% | +10.3% |
| 3M | +19.1% | -14.8% | +34.0% | +22.5% |
| 6M | +14.4% | -20.9% | +35.2% | +19.0% |
| YTD | +45.9% | -33.0% | +79.0% | +56.5% |
| 1Y | +43.6% | -20.0% | +63.6% | +47.7% |
| 3Y | +75.9% | -6.9% | +82.8% | +71.3% |
| All | +99.6% | +8.6% | +91.0% | +84.6% |
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