-5.8%
LVS vs DD
+42.2%
-48.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.4% |
| 7D | -2.7% | -3.8% | +1.1% | -1.2% |
| 30D | -4.7% | -9.2% | +4.5% | -0.9% |
| 3M | -15.6% | -9.0% | -6.6% | -12.6% |
| 6M | -18.6% | -5.0% | -13.7% | -18.3% |
| YTD | -32.3% | +7.4% | -39.7% | -36.2% |
| 1Y | -18.0% | +35.1% | -53.1% | -31.5% |
| All | -5.8% | +42.2% | -48.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling