+181.2%
DLR vs LVS
-10.5%
+191.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.2% |
| 7D | +3.3% | -0.8% | +4.2% | +3.4% |
| 30D | +4.6% | +10.0% | -5.4% | +3.4% |
| 3M | -8.3% | -11.0% | +2.8% | -7.2% |
| 6M | -5.6% | -20.1% | +14.5% | -3.4% |
| YTD | +18.7% | -36.3% | +55.1% | +24.3% |
| 1Y | +17.1% | -36.8% | +53.9% | +22.7% |
| 3Y | +54.4% | -9.5% | +63.9% | +52.3% |
| 5Y | +36.5% | +9.3% | +27.2% | +29.6% |
| All | +181.2% | -10.5% | +191.7% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling