+437.3%
DIS vs LVS
+56.6%
+380.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +5.2% | +11.1% | -5.8% | +3.3% |
| 30D | +11.5% | +14.7% | -3.2% | +8.8% |
| 3M | +11.5% | -10.9% | +22.5% | +13.8% |
| 6M | +8.9% | -22.3% | +31.2% | +13.6% |
| YTD | +3.4% | -35.8% | +39.2% | +11.0% |
| 1Y | +7.2% | -33.5% | +40.7% | +14.3% |
| 3Y | +43.3% | -11.7% | +55.0% | +43.3% |
| 5Y | -31.4% | +2.6% | -34.1% | -34.5% |
| 10Y | +37.1% | -11.9% | +48.9% | +30.8% |
| All | +437.3% | +56.6% | +380.8% | +303.5% |
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