-3.3%
LVS vs DRI
+353.8%
-357.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -3.5% | -3.2% | -0.2% | -2.1% |
| 30D | -6.2% | -7.8% | +1.6% | -3.0% |
| 3M | -14.8% | +0.4% | -15.2% | -15.2% |
| 6M | -20.9% | +4.8% | -25.7% | -23.0% |
| YTD | -33.0% | +16.7% | -49.8% | -38.1% |
| 1Y | -20.0% | +1.5% | -21.5% | -21.9% |
| 3Y | -6.9% | +56.3% | -63.2% | -26.3% |
| 5Y | +9.1% | +66.4% | -57.3% | -16.3% |
| All | -3.3% | +353.8% | -357.1% | -42.7% |
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