+21.8%
DOW vs LVS
-19.9%
+41.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.4% | -3.5% | +2.1% | -0.6% |
| 30D | -3.9% | -6.2% | +2.3% | -2.7% |
| 3M | -12.7% | -14.8% | +2.2% | -9.5% |
| 6M | -13.7% | -20.9% | +7.2% | -9.3% |
| YTD | +28.4% | -33.0% | +61.4% | +43.1% |
| 1Y | +21.8% | -20.0% | +41.8% | +19.7% |
| All | +21.8% | -19.9% | +41.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling