+58.7%
DLR vs LVS
-5.4%
+64.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | -2.2% | -3.9% | +1.7% | -1.9% |
| 3M | +4.7% | -12.9% | +17.6% | +6.2% |
| 6M | +9.0% | -16.9% | +26.0% | +11.0% |
| YTD | +24.1% | -31.2% | +55.4% | +29.0% |
| 1Y | +20.9% | -16.4% | +37.3% | +21.7% |
| All | +58.7% | -5.4% | +64.0% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling