+52.3%
LVS vs DAR
+1,470.8%
-1,418.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -1.5% | +1.4% | -2.8% | -2.2% |
| 30D | -3.2% | +12.8% | -16.0% | -8.9% |
| 3M | -12.0% | +7.4% | -19.3% | -15.7% |
| 6M | -19.9% | +22.3% | -42.2% | -28.3% |
| YTD | -30.6% | +81.1% | -111.7% | -48.5% |
| 1Y | -17.7% | +106.5% | -124.2% | -43.1% |
| 3Y | -14.2% | +5.3% | -19.5% | -24.7% |
| 5Y | +9.6% | -11.5% | +21.2% | -0.8% |
| 10Y | +5.7% | +353.3% | -347.7% | -62.3% |
| All | +52.3% | +1,470.8% | -1,418.6% | -72.9% |
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