-98.3%
DFNS vs LVS
-18.2%
-80.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -16.0% | -1.5% | -14.5% | -14.9% |
| 30D | -77.7% | -3.2% | -74.5% | -77.1% |
| 3M | -77.2% | -12.0% | -65.2% | -73.8% |
| 6M | -95.2% | -19.9% | -75.3% | -94.3% |
| YTD | -98.0% | -30.6% | -67.3% | -97.5% |
| 1Y | -98.3% | -17.7% | -80.5% | -97.6% |
| All | -98.3% | -18.2% | -80.1% | -97.6% |
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 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