-31.8%
LVS vs DG
+45.3%
-77.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.5% | -2.0% | +4.9% |
| 7D | +13.4% | +12.3% | +1.1% | +11.1% |
| 30D | +12.2% | +19.3% | -7.1% | +8.7% |
| 3M | -10.7% | +11.9% | -22.6% | -12.7% |
| 6M | -19.8% | +25.0% | -44.8% | -23.0% |
| YTD | -35.8% | +8.7% | -44.5% | -36.4% |
| 1Y | -31.8% | +44.7% | -76.5% | -35.6% |
| All | -31.8% | +45.3% | -77.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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