+39.7%
LVS vs DD
+227.4%
-187.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.1% |
| 7D | -0.8% | +5.0% | -5.8% | -4.3% |
| 30D | +10.0% | +19.7% | -9.7% | -3.7% |
| 3M | -11.0% | +7.2% | -18.2% | -16.3% |
| 6M | -20.1% | +1.0% | -21.2% | -22.7% |
| YTD | -36.3% | +29.1% | -65.4% | -49.1% |
| 1Y | -36.8% | +28.5% | -65.3% | -49.4% |
| 3Y | -9.5% | +89.4% | -99.0% | -47.7% |
| 5Y | +9.3% | +67.1% | -57.8% | -32.1% |
| 10Y | -11.0% | +97.5% | -108.5% | -58.3% |
| All | +39.7% | +227.4% | -187.6% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling