+6.4%
LVS vs DG
-37.9%
+44.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -3.5% | -6.5% | +3.0% | -2.7% |
| 30D | -6.2% | +4.2% | -10.4% | -6.7% |
| 3M | -14.8% | +9.5% | -24.3% | -15.8% |
| 6M | -20.9% | -13.1% | -7.7% | -19.9% |
| YTD | -33.0% | -4.8% | -28.2% | -32.9% |
| 1Y | -20.0% | +20.6% | -40.6% | -22.1% |
| 3Y | -6.9% | +4.9% | -11.9% | -9.6% |
| All | +6.4% | -37.9% | +44.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling