+690.5%
DIA vs LVS
+55.3%
+635.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | +2.1% | -0.8% | +3.0% | +2.2% |
| 30D | +1.5% | +10.0% | -8.5% | +0.1% |
| 3M | -2.4% | -11.0% | +8.6% | -0.9% |
| 6M | +6.0% | -20.1% | +26.1% | +9.1% |
| YTD | +10.1% | -36.3% | +46.4% | +16.5% |
| 1Y | +11.8% | -36.8% | +48.6% | +18.5% |
| 3Y | +59.7% | -9.5% | +69.3% | +58.6% |
| 5Y | +57.9% | +9.3% | +48.6% | +49.2% |
| 10Y | +236.2% | -11.0% | +247.2% | +219.2% |
| All | +690.5% | +55.3% | +635.2% | +535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling