-100.0%
DFNS vs LVS
+6.9%
-106.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.2% | -17.1% | -18.8% |
| 7D | -12.7% | -3.9% | -8.8% | -11.6% |
| 30D | -65.2% | +7.1% | -72.3% | -66.0% |
| 3M | -94.6% | -13.2% | -81.4% | -94.4% |
| 6M | -96.2% | -22.8% | -73.4% | -95.9% |
| YTD | -99.6% | -38.0% | -61.6% | -99.6% |
| 1Y | -99.7% | -39.5% | -60.2% | -99.7% |
| 3Y | -100.0% | -12.2% | -87.8% | -100.0% |
| 5Y | -100.0% | +6.4% | -106.4% | -100.0% |
| All | -100.0% | +6.9% | -106.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling