0.0%
LVS vs RBA
+189.2%
-189.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.7% | -1.9% | -0.8% | -2.2% |
| 30D | -4.7% | -13.0% | +8.3% | -0.8% |
| 3M | -15.6% | -23.1% | +7.5% | -9.5% |
| 6M | -18.6% | -22.6% | +3.9% | -13.3% |
| YTD | -32.3% | -20.4% | -11.9% | -28.7% |
| 1Y | -18.0% | -29.6% | +11.6% | -10.5% |
| 3Y | -5.8% | +26.6% | -32.4% | -15.9% |
| 5Y | +5.7% | +38.2% | -32.4% | -10.6% |
| 10Y | 0.0% | +194.7% | -194.7% | -38.2% |
| All | 0.0% | +189.2% | -189.2% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling