-3.8%
LVS vs DAR
+375.1%
-378.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | -6.8% | +6.4% | -13.3% | -9.2% |
| 3M | -15.6% | +13.2% | -28.9% | -20.0% |
| 6M | -20.6% | +26.2% | -46.8% | -28.1% |
| YTD | -33.4% | +84.4% | -117.8% | -48.0% |
| 1Y | -20.1% | +112.0% | -132.2% | -41.2% |
| 3Y | -7.4% | +13.4% | -20.8% | -17.8% |
| 5Y | +8.5% | -6.0% | +14.5% | 0.0% |
| All | -3.8% | +375.1% | -378.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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