+39.0%
LVS vs D
+386.9%
-347.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | +12.0% | +10.7% | +1.3% | +7.3% |
| 3M | -11.5% | +2.3% | -13.8% | -12.5% |
| 6M | -23.2% | +12.5% | -35.7% | -27.6% |
| YTD | -36.7% | +20.1% | -56.8% | -42.2% |
| 1Y | -36.8% | +15.6% | -52.3% | -41.4% |
| 3Y | -10.5% | +75.2% | -85.7% | -32.2% |
| 5Y | +5.1% | +14.6% | -9.5% | -6.3% |
| 10Y | -14.0% | +43.8% | -57.7% | -38.0% |
| All | +39.0% | +386.9% | -347.9% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling