-11.7%
LVS vs D
+79.5%
-91.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +11.1% | +3.0% | +8.1% | +10.4% |
| 30D | +14.7% | +11.5% | +3.2% | +12.1% |
| 3M | -10.9% | +3.7% | -14.7% | -11.6% |
| 6M | -22.3% | +13.5% | -35.9% | -25.0% |
| YTD | -35.8% | +20.7% | -56.5% | -39.4% |
| 1Y | -33.5% | +18.2% | -51.7% | -36.8% |
| 3Y | -11.7% | +73.3% | -85.0% | -28.4% |
| All | -11.7% | +79.5% | -91.2% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling