-9.9%
LVS vs DAR
+29.4%
-39.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.5% |
| 7D | -1.3% | +3.6% | -4.8% | -2.0% |
| 30D | +12.2% | -11.3% | +23.5% | +14.8% |
| 3M | -11.3% | -13.1% | +1.8% | -9.1% |
| 6M | -21.6% | -15.1% | -6.5% | -19.5% |
| YTD | -36.6% | +50.5% | -87.1% | -44.0% |
| 1Y | -38.4% | +57.9% | -96.3% | -46.4% |
| All | -9.9% | +29.4% | -39.3% | -22.2% |
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