+6.4%
LVS vs DTE
+30.3%
-23.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | -3.5% | -2.6% | -0.9% | -2.9% |
| 30D | -6.2% | -4.4% | -1.8% | -5.3% |
| 3M | -14.8% | -8.3% | -6.5% | -13.3% |
| 6M | -20.9% | -8.1% | -12.8% | -19.6% |
| YTD | -33.0% | +4.4% | -37.5% | -34.4% |
| 1Y | -20.0% | +0.2% | -20.2% | -20.8% |
| 3Y | -6.9% | +42.6% | -49.5% | -15.5% |
| All | +6.4% | +30.3% | -23.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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