+31.9%
DIS vs LVS
-10.5%
+42.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.2% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | +9.2% | +10.0% | -0.8% | +5.8% |
| 3M | +13.5% | -11.0% | +24.6% | +17.6% |
| 6M | +14.3% | -20.1% | +34.4% | +22.1% |
| YTD | +5.4% | -36.3% | +41.7% | +19.7% |
| 1Y | +12.2% | -36.8% | +49.0% | +27.7% |
| 3Y | +37.2% | -9.5% | +46.7% | +34.0% |
| 5Y | -23.1% | +9.3% | -32.4% | -32.9% |
| All | +31.9% | -10.5% | +42.4% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling