+110.9%
DT vs LVS
-19.0%
+129.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | +2.7% | -3.9% | +6.6% | +3.8% |
| 3M | +20.0% | -12.9% | +32.8% | +24.7% |
| 6M | +28.0% | -16.9% | +45.0% | +34.7% |
| YTD | +16.0% | -31.2% | +47.3% | +28.9% |
| 1Y | +0.7% | -16.4% | +17.1% | +4.4% |
| 3Y | +6.2% | -4.4% | +10.6% | +1.7% |
| 5Y | -28.1% | +6.7% | -34.8% | -37.0% |
| All | +110.9% | -19.0% | +129.9% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling