-24.2%
LVS vs DBX
+20.1%
-44.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | -3.2% | -0.5% | -2.7% | -3.3% |
| 3M | -12.0% | +28.1% | -40.0% | -18.6% |
| 6M | -19.9% | +33.1% | -53.0% | -27.4% |
| YTD | -30.6% | +25.3% | -55.9% | -36.0% |
| 1Y | -17.7% | +18.3% | -36.1% | -23.2% |
| 3Y | -14.2% | +25.0% | -39.2% | -23.9% |
| 5Y | +9.6% | +7.5% | +2.1% | -1.9% |
| All | -24.2% | +20.1% | -44.3% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling