+1.4%
LVS vs D
+35.9%
-34.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.3% | +0.8% | -0.4% | +0.1% |
| 30D | -3.9% | -0.7% | -3.2% | -3.8% |
| 3M | -12.9% | +2.1% | -14.9% | -13.3% |
| 6M | -16.9% | +6.8% | -23.8% | -18.6% |
| YTD | -31.2% | +16.5% | -47.8% | -34.1% |
| 1Y | -16.4% | +19.2% | -35.6% | -20.5% |
| 3Y | -4.4% | +61.9% | -66.3% | -16.3% |
| 5Y | +6.7% | +6.5% | +0.1% | +1.7% |
| 10Y | +1.4% | +35.3% | -33.8% | -6.8% |
| All | +1.4% | +35.9% | -34.4% | -6.8% |
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