+3.0%
DUK vs LVS
-18.2%
+21.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | 0.0% | -1.5% | +1.5% | -0.1% |
| 30D | -1.7% | -3.2% | +1.6% | -1.9% |
| 3M | -0.4% | -12.0% | +11.5% | -1.4% |
| 6M | -7.2% | -19.9% | +12.7% | -8.6% |
| YTD | +5.3% | -30.6% | +35.9% | +3.1% |
| 1Y | +3.0% | -17.7% | +20.7% | +1.6% |
| All | +3.0% | -18.2% | +21.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling