-31.8%
LVS vs RBA
-2.0%
-29.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.4% | +6.2% |
| 7D | +13.4% | +12.7% | +0.7% | +12.1% |
| 30D | +12.2% | +15.5% | -3.3% | +10.6% |
| 3M | -10.7% | -14.0% | +3.3% | -9.6% |
| 6M | -19.8% | -8.8% | -11.0% | -19.9% |
| YTD | -35.8% | -6.9% | -28.9% | -36.7% |
| 1Y | -31.8% | -3.0% | -28.8% | -33.9% |
| All | -31.8% | -2.0% | -29.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling