+39.2%
LVS vs DRI
+1,595.5%
-1,556.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -1.3% | -0.7% | -0.5% | -0.9% |
| 30D | +12.2% | +14.7% | -2.5% | +4.0% |
| 3M | -11.3% | +5.4% | -16.7% | -14.2% |
| 6M | -21.6% | +18.8% | -40.4% | -29.4% |
| YTD | -36.6% | +28.4% | -65.0% | -46.0% |
| 1Y | -38.4% | +37.7% | -76.1% | -49.7% |
| 3Y | -10.2% | +68.0% | -78.1% | -36.8% |
| 5Y | +9.4% | +78.8% | -69.4% | -26.2% |
| 10Y | -11.3% | +334.2% | -345.5% | -70.7% |
| All | +39.2% | +1,595.5% | -1,556.3% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling