-36.7%
LVS vs RBA
-3.8%
-32.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +6.7% | +3.2% | +3.5% | +6.4% |
| 30D | +13.8% | +12.0% | +1.8% | +12.6% |
| 3M | -9.5% | +2.9% | -12.4% | -9.9% |
| 6M | -22.0% | -6.3% | -15.8% | -22.4% |
| YTD | -35.7% | -5.9% | -29.8% | -36.2% |
| 1Y | -36.7% | -3.9% | -32.8% | -37.4% |
| All | -36.7% | -3.8% | -32.9% | -37.4% |
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