-99.9%
DFNS vs LVS
-3.1%
-96.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.3% |
| 7D | +4.6% | -2.7% | +7.4% | +5.3% |
| 30D | -73.9% | -4.7% | -69.2% | -73.6% |
| 3M | -71.7% | -15.6% | -56.1% | -70.4% |
| 6M | -94.6% | -18.6% | -75.9% | -94.3% |
| YTD | -98.1% | -32.3% | -65.8% | -97.9% |
| 1Y | -98.3% | -18.0% | -80.3% | -98.2% |
| 3Y | -99.9% | -5.8% | -94.0% | -99.9% |
| 5Y | -99.9% | +5.7% | -105.6% | -99.9% |
| All | -99.9% | -3.1% | -96.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling