-9.5%
LVS vs DRI
+331.7%
-341.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | +10.0% | +9.7% | +0.3% | +5.8% |
| 3M | -11.0% | +3.2% | -14.2% | -12.4% |
| 6M | -20.1% | +20.6% | -40.7% | -26.7% |
| YTD | -36.3% | +28.3% | -64.6% | -43.6% |
| 1Y | -36.8% | +34.5% | -71.4% | -45.3% |
| 3Y | -9.5% | +66.5% | -76.1% | -30.5% |
| 5Y | +9.3% | +79.6% | -70.3% | -19.2% |
| All | -9.5% | +331.7% | -341.2% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling