-36.8%
LVS vs RBA
-5.8%
-31.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | -0.8% | +1.7% | -2.6% | -1.0% |
| 30D | +10.0% | +8.3% | +1.6% | +9.2% |
| 3M | -11.0% | +10.5% | -21.6% | -11.9% |
| 6M | -20.1% | -5.9% | -14.3% | -20.7% |
| YTD | -36.3% | -6.9% | -29.5% | -36.7% |
| 1Y | -36.8% | -4.9% | -32.0% | -37.6% |
| All | -36.8% | -5.8% | -31.0% | -37.6% |
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