+9.7%
DLR vs LVS
-19.7%
+29.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -1.3% | -4.3% | +3.0% | -1.4% |
| 30D | -2.9% | -6.8% | +4.0% | -2.9% |
| 3M | +3.2% | -15.6% | +18.8% | +3.0% |
| 6M | +3.9% | -20.6% | +24.5% | +3.7% |
| YTD | +21.4% | -33.4% | +54.8% | +20.9% |
| 1Y | +9.7% | -20.1% | +29.8% | +7.1% |
| All | +9.7% | -19.7% | +29.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling