+6.4%
LVS vs RIO
+91.0%
-84.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -3.5% | -3.2% | -0.3% | -2.1% |
| 30D | -6.2% | +0.9% | -7.2% | -6.7% |
| 3M | -14.8% | -1.4% | -13.4% | -14.7% |
| 6M | -20.9% | +10.9% | -31.8% | -25.8% |
| YTD | -33.0% | +31.2% | -64.3% | -42.8% |
| 1Y | -20.0% | +67.9% | -87.9% | -40.2% |
| 3Y | -6.9% | +88.8% | -95.7% | -35.2% |
| All | +6.4% | +91.0% | -84.6% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling