+114.1%
DT vs LVS
-21.1%
+135.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.6% | -3.5% | +1.9% | -0.5% |
| 30D | +3.0% | -6.2% | +9.3% | +4.9% |
| 3M | +26.5% | -14.8% | +41.3% | +32.4% |
| 6M | +35.9% | -20.9% | +56.8% | +45.1% |
| YTD | +17.8% | -33.0% | +50.9% | +32.0% |
| 1Y | +4.1% | -20.0% | +24.1% | +9.3% |
| 3Y | +5.3% | -6.9% | +12.2% | +1.6% |
| 5Y | -27.2% | +9.1% | -36.3% | -36.7% |
| All | +114.1% | -21.1% | +135.3% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling