+5.7%
LVS vs DRI
+68.4%
-62.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -0.7% |
| 7D | -2.7% | -4.8% | +2.1% | -0.3% |
| 30D | -4.7% | -3.9% | -0.8% | -2.9% |
| 3M | -15.6% | +5.1% | -20.7% | -18.0% |
| 6M | -18.6% | +5.5% | -24.1% | -21.5% |
| YTD | -32.3% | +16.5% | -48.7% | -38.6% |
| 1Y | -18.0% | +2.0% | -20.0% | -20.4% |
| 3Y | -5.8% | +54.5% | -60.3% | -31.9% |
| 5Y | +5.7% | +66.6% | -60.9% | -31.8% |
| All | +5.7% | +68.4% | -62.7% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling