+384.7%
DIS vs LVS
+69.2%
+315.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.6% | -1.5% | -1.1% | -2.3% |
| 30D | +3.5% | -3.2% | +6.7% | +4.1% |
| 3M | +6.8% | -12.0% | +18.8% | +9.2% |
| 6M | +3.0% | -19.9% | +22.9% | +6.9% |
| YTD | -6.7% | -30.6% | +23.9% | -1.2% |
| 1Y | -10.1% | -17.7% | +7.7% | -7.9% |
| 3Y | +33.0% | -14.2% | +47.3% | +33.6% |
| 5Y | -40.0% | +9.6% | -49.6% | -43.5% |
| 10Y | +21.1% | +5.7% | +15.4% | +12.4% |
| All | +384.7% | +69.2% | +315.5% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling