-9.5%
LVS vs D
+48.0%
-57.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.8% | -1.4% | +0.5% | -0.5% |
| 30D | +10.0% | +7.7% | +2.3% | +8.2% |
| 3M | -11.0% | -0.3% | -10.7% | -11.0% |
| 6M | -20.1% | +10.1% | -30.2% | -22.2% |
| YTD | -36.3% | +19.1% | -55.4% | -39.3% |
| 1Y | -36.8% | +15.9% | -52.7% | -39.4% |
| 3Y | -9.5% | +75.0% | -84.5% | -22.1% |
| 5Y | +9.3% | +13.4% | -4.1% | +2.6% |
| All | -9.5% | +48.0% | -57.5% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling