+41.2%
LVS vs D
+387.8%
-346.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +6.7% | +2.4% | +4.3% | +5.7% |
| 30D | +13.8% | +10.9% | +2.9% | +8.9% |
| 3M | -9.5% | +2.8% | -12.3% | -10.7% |
| 6M | -22.0% | +12.7% | -34.7% | -26.5% |
| YTD | -35.7% | +20.3% | -56.0% | -41.3% |
| 1Y | -36.7% | +17.1% | -53.8% | -41.6% |
| 3Y | -8.8% | +75.1% | -84.0% | -30.9% |
| 5Y | +9.5% | +13.1% | -3.6% | -1.6% |
| 10Y | -10.9% | +48.3% | -59.2% | -37.0% |
| All | +41.2% | +387.8% | -346.6% | -53.8% |
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 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