+87.8%
DT vs LVS
-25.0%
+112.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.0% |
| 7D | +3.1% | -0.8% | +4.0% | +3.3% |
| 30D | -29.5% | +10.0% | -39.5% | -31.7% |
| 3M | -11.7% | -11.0% | -0.7% | -9.1% |
| 6M | +29.0% | -20.1% | +49.1% | +36.9% |
| YTD | +3.4% | -36.3% | +39.7% | +17.0% |
| 1Y | -4.2% | -36.8% | +32.6% | +8.6% |
| 3Y | -12.8% | -9.5% | -3.3% | -15.5% |
| 5Y | -39.6% | +9.3% | -48.9% | -47.3% |
| All | +87.8% | -25.0% | +112.9% | +73.7% |
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