-5.7%
DT vs LVS
-31.5%
+25.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.1% |
| 7D | -25.5% | +13.4% | -38.9% | -26.5% |
| 30D | -22.3% | +12.2% | -34.5% | -23.2% |
| 3M | +2.3% | -10.7% | +13.1% | +4.5% |
| 6M | +20.7% | -19.8% | +40.6% | +25.8% |
| YTD | +7.9% | -35.8% | +43.7% | +17.0% |
| 1Y | -5.7% | -31.8% | +26.1% | -0.4% |
| All | -5.7% | -31.5% | +25.8% | -0.4% |
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 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