-4.8%
DLR vs LVS
-23.3%
+18.5%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.2% |
| 7D | +5.0% | -3.9% | +8.9% | +4.9% |
| 30D | +3.0% | +7.1% | -4.1% | +3.2% |
| 3M | -6.3% | -13.2% | +6.9% | -8.1% |
| 6M | -4.8% | -22.8% | +18.0% | -9.5% |
| All | -4.8% | -23.3% | +18.5% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling