-26.8%
LVS vs DBX
+22.6%
-49.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.1% |
| 7D | -3.5% | +2.1% | -5.6% | -4.1% |
| 30D | -6.2% | +5.7% | -12.0% | -8.0% |
| 3M | -14.8% | +31.8% | -46.6% | -21.9% |
| 6M | -20.9% | +37.5% | -58.3% | -28.9% |
| YTD | -33.0% | +27.9% | -61.0% | -38.6% |
| 1Y | -20.0% | +15.0% | -35.1% | -24.6% |
| 3Y | -6.9% | +27.2% | -34.1% | -17.9% |
| 5Y | +9.1% | +12.8% | -3.7% | -3.6% |
| All | -26.8% | +22.6% | -49.4% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling