-96.2%
DFNS vs LVS
-23.3%
-73.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.2% | -17.1% | -14.9% |
| 7D | -12.7% | -3.9% | -8.8% | -4.8% |
| 30D | -65.2% | +7.1% | -72.3% | -72.3% |
| 3M | -94.6% | -13.2% | -81.4% | -91.3% |
| 6M | -96.2% | -22.8% | -73.4% | -90.6% |
| All | -96.2% | -23.3% | -73.0% | -90.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling