+39.1%
DLR vs LVS
+6.9%
+32.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | +5.0% | -3.9% | +8.9% | +5.5% |
| 30D | +3.0% | +7.1% | -4.1% | +2.0% |
| 3M | -6.3% | -13.2% | +6.9% | -4.7% |
| 6M | -4.8% | -22.8% | +18.0% | -1.8% |
| YTD | +21.0% | -38.0% | +59.0% | +28.0% |
| 1Y | +15.1% | -39.5% | +54.6% | +22.1% |
| 3Y | +56.0% | -12.2% | +68.2% | +53.1% |
| 5Y | +39.1% | +6.4% | +32.7% | +31.8% |
| All | +39.1% | +6.9% | +32.2% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling