-24.8%
LVS vs DBX
+16.6%
-41.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | 0.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | -3.9% | -2.9% | -1.0% | -3.3% |
| 3M | -12.9% | +23.8% | -36.7% | -18.6% |
| 6M | -16.9% | +26.2% | -43.1% | -23.5% |
| YTD | -31.2% | +21.6% | -52.9% | -36.1% |
| 1Y | -16.4% | +11.4% | -27.8% | -20.6% |
| 3Y | -4.4% | +21.3% | -25.7% | -14.5% |
| 5Y | +6.7% | +6.7% | 0.0% | -4.3% |
| All | -24.8% | +16.6% | -41.4% | -41.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling