-9.9%
LVS vs DRI
+68.4%
-78.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | +12.2% | +14.7% | -2.5% | +8.1% |
| 3M | -11.3% | +5.4% | -16.7% | -12.7% |
| 6M | -21.6% | +18.8% | -40.4% | -25.4% |
| YTD | -36.6% | +28.4% | -65.0% | -41.4% |
| 1Y | -38.4% | +37.7% | -76.1% | -44.4% |
| All | -9.9% | +68.4% | -78.3% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling