+152.4%
DKNG vs LVS
-24.7%
+177.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +3.0% | -3.5% | +6.5% | +4.8% |
| 30D | -3.0% | -6.2% | +3.2% | +0.3% |
| 3M | -17.6% | -14.8% | -2.8% | -10.7% |
| 6M | -3.2% | -20.9% | +17.6% | +8.4% |
| YTD | -28.2% | -33.0% | +4.8% | -13.5% |
| 1Y | -46.1% | -20.0% | -26.0% | -41.0% |
| 3Y | -22.2% | -6.9% | -15.2% | -23.6% |
| 5Y | -60.4% | +9.1% | -69.5% | -65.7% |
| All | +152.4% | -24.7% | +177.1% | +127.1% |
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 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