+47.0%
LVS vs DGX
+590.3%
-543.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.0% |
| 30D | -6.2% | -1.2% | -5.1% | -5.7% |
| 3M | -14.8% | +15.8% | -30.6% | -21.7% |
| 6M | -20.9% | +18.2% | -39.0% | -28.3% |
| YTD | -33.0% | +37.2% | -70.2% | -44.5% |
| 1Y | -20.0% | +30.4% | -50.4% | -32.1% |
| 3Y | -6.9% | +96.7% | -103.6% | -38.8% |
| 5Y | +9.1% | +67.2% | -58.1% | -24.1% |
| 10Y | -1.1% | +253.9% | -255.1% | -62.3% |
| All | +47.0% | +590.3% | -543.3% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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