+36.1%
LVS vs RGEN
+6,724.6%
-6,688.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.5% |
| 7D | -3.9% | -1.2% | -2.7% | -3.7% |
| 30D | +7.1% | -5.1% | +12.1% | +8.0% |
| 3M | -13.2% | +0.5% | -13.7% | -13.9% |
| 6M | -22.8% | +46.6% | -69.4% | -30.0% |
| YTD | -38.0% | +1.6% | -39.6% | -39.4% |
| 1Y | -39.5% | +5.4% | -44.9% | -41.3% |
| 3Y | -12.2% | +12.8% | -25.0% | -19.5% |
| 5Y | +6.4% | -35.6% | +42.0% | +4.6% |
| 10Y | -13.3% | +415.7% | -429.0% | -49.6% |
| All | +36.1% | +6,724.6% | -6,688.5% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling