-10.9%
LVS vs D
+44.7%
-55.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +6.7% | +2.4% | +4.3% | +6.2% |
| 30D | +13.8% | +10.9% | +2.9% | +11.1% |
| 3M | -9.5% | +2.8% | -12.3% | -10.1% |
| 6M | -22.0% | +12.7% | -34.7% | -24.5% |
| YTD | -35.7% | +20.3% | -56.0% | -38.8% |
| 1Y | -36.7% | +17.1% | -53.8% | -39.4% |
| 3Y | -8.8% | +75.1% | -84.0% | -21.6% |
| 5Y | +9.5% | +13.1% | -3.6% | +2.9% |
| 10Y | -10.9% | +48.3% | -59.2% | -19.9% |
| All | -10.9% | +44.7% | -55.7% | -19.9% |
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