+36.1%
LVS vs DAR
+1,234.0%
-1,197.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -3.2% |
| 7D | -3.9% | +9.2% | -13.1% | -7.9% |
| 30D | +7.1% | -12.3% | +19.3% | +12.8% |
| 3M | -13.2% | -12.7% | -0.5% | -8.9% |
| 6M | -22.8% | -12.8% | -10.1% | -19.7% |
| YTD | -38.0% | +53.8% | -91.8% | -50.9% |
| 1Y | -39.5% | +60.3% | -99.7% | -53.2% |
| 3Y | -12.2% | +31.7% | -43.9% | -31.2% |
| 5Y | +6.4% | -27.7% | +34.2% | +5.2% |
| 10Y | -13.3% | +309.8% | -323.1% | -67.9% |
| All | +36.1% | +1,234.0% | -1,197.9% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling