-28.4%
DT vs LVS
+5.2%
-33.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -0.5% | -2.7% | +2.2% | +0.3% |
| 30D | +0.1% | -4.7% | +4.7% | +1.3% |
| 3M | +24.1% | -15.6% | +39.7% | +30.0% |
| 6M | +30.1% | -18.6% | +48.8% | +37.4% |
| YTD | +16.8% | -32.3% | +49.0% | +29.8% |
| 1Y | -0.1% | -18.0% | +17.9% | +4.0% |
| 3Y | +6.8% | -5.8% | +12.7% | +2.4% |
| 5Y | -28.4% | +5.7% | -34.1% | -40.0% |
| All | -28.4% | +5.2% | -33.6% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling