-4.4%
LVS vs DAR
+14.9%
-19.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | -3.9% | +13.0% | -16.9% | -6.6% |
| 3M | -12.9% | +15.0% | -27.8% | -15.8% |
| 6M | -16.9% | +26.8% | -43.8% | -21.9% |
| YTD | -31.2% | +86.4% | -117.7% | -41.2% |
| 1Y | -16.4% | +115.1% | -131.5% | -31.3% |
| 3Y | -4.4% | +14.6% | -19.0% | -18.4% |
| All | -4.4% | +14.9% | -19.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling