-31.8%
LVS vs DD
+49.3%
-81.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.8% |
| 7D | +13.4% | +8.7% | +4.7% | +11.7% |
| 30D | +12.2% | +15.3% | -3.1% | +9.3% |
| 3M | -10.7% | +5.9% | -16.7% | -11.7% |
| 6M | -19.8% | +11.6% | -31.4% | -22.5% |
| YTD | -35.8% | +26.5% | -62.3% | -40.8% |
| 1Y | -31.8% | +35.4% | -67.2% | -39.1% |
| All | -31.8% | +49.3% | -81.1% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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