-20.0%
LVS vs DG
+19.2%
-39.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -3.5% | -6.5% | +3.0% | -2.6% |
| 30D | -6.2% | +4.2% | -10.4% | -6.9% |
| 3M | -14.8% | +9.5% | -24.3% | -16.0% |
| 6M | -20.9% | -13.1% | -7.7% | -20.1% |
| YTD | -33.0% | -4.8% | -28.2% | -32.2% |
| 1Y | -20.0% | +20.6% | -40.6% | -19.8% |
| All | -20.0% | +19.2% | -39.2% | -19.8% |
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