-9.2%
DIS vs LVS
-16.4%
+7.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +0.1% | -3.9% | +4.1% | +0.6% |
| 3M | +7.1% | -12.9% | +19.9% | +8.4% |
| 6M | +4.3% | -16.9% | +21.2% | +5.9% |
| YTD | -6.9% | -31.2% | +24.3% | -4.3% |
| All | -9.2% | -16.4% | +7.2% | -7.4% |
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 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