+58.3%
DIA vs LVS
-6.8%
+65.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.8% |
| 30D | -2.7% | -4.7% | +2.0% | -2.0% |
| 3M | +3.3% | -15.6% | +18.8% | +6.1% |
| 6M | +10.4% | -18.6% | +29.1% | +13.9% |
| YTD | +10.0% | -32.3% | +42.3% | +16.7% |
| 1Y | +16.2% | -18.0% | +34.2% | +18.6% |
| All | +58.3% | -6.8% | +65.1% | +50.4% |
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