-12.1%
DOW vs LVS
-18.4%
+6.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -1.4% | -3.5% | +2.1% | 0.0% |
| 30D | -3.9% | -6.2% | +2.3% | -1.6% |
| 3M | -12.7% | -14.8% | +2.2% | -7.3% |
| 6M | -13.7% | -20.9% | +7.2% | -6.5% |
| YTD | +28.4% | -33.0% | +61.4% | +48.3% |
| 1Y | +21.8% | -20.0% | +41.8% | +29.7% |
| 3Y | -35.7% | -6.9% | -28.8% | -38.0% |
| 5Y | -36.8% | +9.1% | -45.9% | -48.4% |
| All | -12.1% | -18.4% | +6.3% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling