+22.3%
DIS vs LVS
+0.3%
+22.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -3.5% | -2.7% | -0.8% | -2.7% |
| 30D | +1.0% | -4.7% | +5.7% | +2.5% |
| 3M | +5.7% | -15.6% | +21.3% | +11.2% |
| 6M | +3.3% | -18.6% | +21.9% | +9.6% |
| YTD | -7.7% | -32.3% | +24.5% | +2.9% |
| 1Y | -10.0% | -18.0% | +8.1% | -6.3% |
| 3Y | +31.7% | -5.8% | +37.6% | +27.2% |
| 5Y | -42.2% | +5.7% | -47.9% | -49.0% |
| 10Y | +22.3% | 0.0% | +22.3% | +10.9% |
| All | +22.3% | +0.3% | +22.1% | +10.9% |
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