+52.3%
LVS vs D
+369.8%
-317.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.5% | +1.5% | -2.9% | -2.1% |
| 30D | -3.2% | -2.6% | -0.6% | -2.2% |
| 3M | -12.0% | 0.0% | -12.0% | -12.2% |
| 6M | -19.9% | +7.4% | -27.3% | -23.1% |
| YTD | -30.6% | +15.9% | -46.5% | -35.6% |
| 1Y | -17.7% | +18.1% | -35.9% | -24.6% |
| 3Y | -14.2% | +58.4% | -72.6% | -32.2% |
| 5Y | +9.6% | +5.2% | +4.4% | +1.5% |
| 10Y | +5.7% | +35.9% | -30.2% | -21.8% |
| All | +52.3% | +369.8% | -317.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling