-41.5%
DIS vs LVS
+4.5%
-46.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +0.1% | -3.9% | +4.1% | +1.3% |
| 3M | +7.1% | -12.9% | +19.9% | +11.1% |
| 6M | +4.3% | -16.9% | +21.2% | +9.4% |
| YTD | -6.9% | -31.2% | +24.3% | +2.3% |
| 1Y | -10.3% | -16.4% | +6.1% | -7.6% |
| 3Y | +32.8% | -4.4% | +37.3% | +26.9% |
| 5Y | -41.5% | +6.7% | -48.1% | -47.7% |
| All | -41.5% | +4.5% | -46.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling