+304.1%
LVS vs DG
+577.8%
-273.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.1% |
| 7D | +0.3% | -2.5% | +2.8% | +0.8% |
| 30D | -3.9% | +1.0% | -4.9% | -4.2% |
| 3M | -12.9% | +20.3% | -33.2% | -16.1% |
| 6M | -16.9% | -11.7% | -5.2% | -15.4% |
| YTD | -31.2% | -2.3% | -28.9% | -31.3% |
| 1Y | -16.4% | +20.0% | -36.4% | -20.2% |
| 3Y | -4.4% | +7.2% | -11.7% | -10.0% |
| 5Y | +6.7% | -37.9% | +44.6% | +11.5% |
| 10Y | +1.4% | +107.3% | -105.9% | -26.4% |
| All | +304.1% | +577.8% | -273.7% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling