+6.0%
DT vs LVS
-8.3%
+14.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | +3.5% | -6.8% | +10.4% | +4.8% |
| 3M | +26.7% | -15.6% | +42.3% | +30.8% |
| 6M | +36.1% | -20.6% | +56.7% | +42.1% |
| YTD | +18.6% | -33.4% | +52.0% | +28.1% |
| 1Y | +7.9% | -20.1% | +28.0% | +11.9% |
| All | +6.0% | -8.3% | +14.4% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling