+52.7%
DRAM vs LVS
-23.1%
+75.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -2.4% |
| 7D | +7.9% | -0.8% | +8.8% | +7.9% |
| 30D | -15.4% | +10.0% | -25.4% | -14.7% |
| 3M | -25.5% | -11.0% | -14.5% | -23.8% |
| 6M | -22.3% | -20.1% | -2.1% | -16.3% |
| All | +52.7% | -23.1% | +75.9% | +66.2% |
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