-5.8%
LVS vs DG
+4.6%
-10.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.2% |
| 7D | -2.7% | -4.8% | +2.1% | -2.2% |
| 30D | -4.7% | +1.8% | -6.4% | -4.9% |
| 3M | -15.6% | +14.5% | -30.0% | -16.8% |
| 6M | -18.6% | -13.6% | -5.1% | -17.8% |
| YTD | -32.3% | -4.8% | -27.4% | -32.1% |
| 1Y | -18.0% | +21.6% | -39.6% | -19.7% |
| All | -5.8% | +4.6% | -10.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling