-100.0%
DFNS vs LVS
-11.5%
-88.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.2% | -17.1% | -18.0% |
| 7D | -12.7% | -3.9% | -8.8% | -10.3% |
| 30D | -65.2% | +7.1% | -72.3% | -67.0% |
| 3M | -94.6% | -13.2% | -81.4% | -94.1% |
| 6M | -96.2% | -22.8% | -73.4% | -95.5% |
| YTD | -99.6% | -38.0% | -61.6% | -99.5% |
| 1Y | -99.7% | -39.5% | -60.2% | -99.6% |
| All | -100.0% | -11.5% | -88.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling