+39.2%
LVS vs RBA
+1,309.6%
-1,270.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | +12.2% | +9.0% | +3.2% | +7.5% |
| 3M | -11.3% | +7.2% | -18.4% | -14.6% |
| 6M | -21.6% | -7.8% | -13.9% | -20.3% |
| YTD | -36.6% | -6.4% | -30.2% | -36.7% |
| 1Y | -38.4% | -4.2% | -34.2% | -39.3% |
| 3Y | -10.2% | +64.1% | -74.2% | -34.0% |
| 5Y | +9.4% | +48.4% | -39.0% | -19.7% |
| 10Y | -11.3% | +209.9% | -221.2% | -61.1% |
| All | +39.2% | +1,309.6% | -1,270.4% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling