-31.8%
LVS vs DBX
+22.5%
-54.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +6.1% |
| 7D | +13.4% | -1.1% | +14.5% | +13.5% |
| 30D | +12.2% | +5.0% | +7.2% | +11.5% |
| 3M | -10.7% | +4.6% | -15.4% | -11.4% |
| 6M | -19.8% | +43.9% | -63.8% | -24.3% |
| YTD | -35.8% | +29.9% | -65.6% | -38.7% |
| 1Y | -31.8% | +24.6% | -56.4% | -34.5% |
| All | -31.8% | +22.5% | -54.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling