+2,723.3%
DE vs LVS
+67.7%
+2,655.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +9.6% | -3.9% | +13.6% | +10.6% |
| 3M | +19.0% | -12.9% | +31.8% | +22.5% |
| 6M | +16.1% | -16.9% | +33.0% | +20.3% |
| YTD | +47.0% | -31.2% | +78.3% | +58.7% |
| 1Y | +43.1% | -16.4% | +59.5% | +46.8% |
| 3Y | +77.5% | -4.4% | +81.9% | +73.3% |
| 5Y | +96.4% | +6.7% | +89.7% | +78.4% |
| 10Y | +852.9% | +1.4% | +851.4% | +750.8% |
| All | +2,723.3% | +67.7% | +2,655.6% | +1,576.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling