-35.5%
DOW vs LVS
+3.5%
-39.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -2.4% | -4.3% | +1.9% | -1.2% |
| 30D | -4.1% | -6.8% | +2.7% | -2.3% |
| 3M | -12.4% | -15.6% | +3.2% | -8.5% |
| 6M | -10.6% | -20.6% | +10.0% | -5.6% |
| YTD | +31.1% | -33.4% | +64.5% | +45.2% |
| 1Y | +30.5% | -20.1% | +50.7% | +36.6% |
| 3Y | -34.4% | -7.4% | -27.0% | -36.2% |
| 5Y | -35.5% | +8.5% | -44.0% | -40.6% |
| All | -35.5% | +3.5% | -39.0% | -40.6% |
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