-5.8%
LVS vs RIO
+95.3%
-101.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | -4.7% | +4.0% | -8.7% | -6.3% |
| 3M | -15.6% | +4.5% | -20.1% | -17.4% |
| 6M | -18.6% | +17.3% | -36.0% | -25.4% |
| YTD | -32.3% | +36.2% | -68.4% | -43.1% |
| 1Y | -18.0% | +76.1% | -94.2% | -40.8% |
| All | -5.8% | +95.3% | -101.1% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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