-99.9%
DFNS vs LVS
-4.7%
-95.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | -3.3% | -4.3% | +1.0% | -2.4% |
| 30D | -73.1% | -6.8% | -66.3% | -72.7% |
| 3M | -71.4% | -15.6% | -55.8% | -70.0% |
| 6M | -93.8% | -20.6% | -73.2% | -93.5% |
| YTD | -98.0% | -33.4% | -64.6% | -97.9% |
| 1Y | -98.2% | -20.1% | -78.0% | -98.1% |
| 3Y | -99.9% | -7.4% | -92.5% | -99.9% |
| 5Y | -99.9% | +8.5% | -108.4% | -99.9% |
| All | -99.9% | -4.7% | -95.2% | -99.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling