-9.5%
LVS vs RIO
+51.7%
-61.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +10.0% | -9.1% | +19.1% | +14.1% |
| 3M | -11.0% | -13.7% | +2.6% | -5.9% |
| 6M | -20.1% | -24.3% | +4.2% | -10.9% |
| YTD | -36.3% | +8.9% | -45.2% | -41.7% |
| 1Y | -36.8% | +22.7% | -59.5% | -46.0% |
| 3Y | -9.5% | +51.2% | -60.7% | -31.9% |
| All | -9.5% | +51.7% | -61.2% | -31.9% |
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