+3,298.3%
DLR vs LVS
+69.2%
+3,229.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.6% | -1.5% | +3.1% | +1.8% |
| 30D | -3.4% | -3.2% | -0.1% | -2.9% |
| 3M | +0.5% | -12.0% | +12.5% | +2.6% |
| 6M | +4.6% | -19.9% | +24.5% | +8.3% |
| YTD | +23.4% | -30.6% | +54.1% | +30.5% |
| 1Y | +19.0% | -17.7% | +36.8% | +21.6% |
| 3Y | +56.5% | -14.2% | +70.7% | +55.9% |
| 5Y | +33.3% | +9.6% | +23.7% | +22.4% |
| 10Y | +165.1% | +5.7% | +159.5% | +129.5% |
| All | +3,298.3% | +69.2% | +3,229.1% | +2,033.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling