+4.3%
DT vs LVS
-18.2%
+22.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.3% | -1.5% | -1.8% | -3.1% |
| 30D | +2.0% | -3.2% | +5.3% | +2.4% |
| 3M | +20.0% | -12.0% | +32.0% | +22.2% |
| 6M | +39.3% | -19.9% | +59.2% | +44.2% |
| YTD | +19.8% | -30.6% | +50.4% | +26.5% |
| 1Y | +4.3% | -17.7% | +22.0% | +8.5% |
| All | +4.3% | -18.2% | +22.5% | +8.5% |
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