+46.2%
LVS vs DTE
+745.7%
-699.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.0% |
| 7D | -4.3% | -2.0% | -2.3% | -3.2% |
| 30D | -6.8% | -2.4% | -4.4% | -5.6% |
| 3M | -15.6% | -7.3% | -8.3% | -12.4% |
| 6M | -20.6% | -7.6% | -13.0% | -17.9% |
| YTD | -33.4% | +5.8% | -39.2% | -36.2% |
| 1Y | -20.1% | +2.3% | -22.5% | -22.3% |
| 3Y | -7.4% | +45.0% | -52.4% | -27.2% |
| 5Y | +8.5% | +33.2% | -24.7% | -13.0% |
| 10Y | -1.7% | +141.4% | -143.1% | -49.4% |
| All | +46.2% | +745.7% | -699.5% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling