+7.7%
DIS vs LVS
-36.4%
+44.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +4.4% | +6.7% | -2.3% | +3.0% |
| 30D | +10.3% | +13.8% | -3.5% | +7.6% |
| 3M | +15.5% | -9.5% | +25.0% | +17.1% |
| 6M | +11.2% | -22.0% | +33.2% | +14.5% |
| YTD | +5.6% | -35.7% | +41.3% | +12.8% |
| 1Y | +7.7% | -36.7% | +44.4% | +16.1% |
| All | +7.7% | -36.4% | +44.2% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling