-4.4%
LVS vs RGEN
+4.3%
-8.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | -3.9% | +2.8% | -6.7% | -4.6% |
| 3M | -12.9% | +34.5% | -47.3% | -18.3% |
| 6M | -16.9% | +40.5% | -57.4% | -23.1% |
| YTD | -31.2% | +2.8% | -34.1% | -32.5% |
| 1Y | -16.4% | +39.6% | -56.0% | -22.8% |
| All | -4.4% | +4.3% | -8.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling