+10.4%
LVS vs DD
+58.1%
-47.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.2% |
| 7D | -2.7% | -3.8% | +1.1% | -0.8% |
| 30D | -4.7% | -9.2% | +4.5% | 0.0% |
| 3M | -15.6% | -9.0% | -6.6% | -11.9% |
| 6M | -18.6% | -5.0% | -13.7% | -18.1% |
| YTD | -32.3% | +7.4% | -39.7% | -36.8% |
| 1Y | -18.0% | +35.1% | -53.1% | -33.5% |
| 3Y | -5.8% | +43.2% | -49.1% | -28.7% |
| All | +10.4% | +58.1% | -47.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling