-99.6%
DFNS vs LVS
-31.5%
-68.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.5% | -24.8% | -25.6% |
| 7D | -27.7% | +13.4% | -41.1% | -39.9% |
| 30D | -58.0% | +12.2% | -70.2% | -64.7% |
| 3M | -94.0% | -10.7% | -83.2% | -93.0% |
| 6M | -94.6% | -19.8% | -74.8% | -92.4% |
| YTD | -99.4% | -35.8% | -63.6% | -99.0% |
| 1Y | -99.6% | -31.8% | -67.8% | -99.5% |
| All | -99.6% | -31.5% | -68.1% | -99.5% |
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