+52.3%
LVS vs RIO
+1,218.0%
-1,165.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -3.2% | +4.0% | -7.2% | -5.2% |
| 3M | -12.0% | +0.1% | -12.1% | -12.7% |
| 6M | -19.9% | +12.7% | -32.6% | -25.7% |
| YTD | -30.6% | +35.6% | -66.2% | -41.7% |
| 1Y | -17.7% | +73.7% | -91.4% | -39.4% |
| 3Y | -14.2% | +93.3% | -107.5% | -40.6% |
| 5Y | +9.6% | +92.4% | -82.8% | -25.9% |
| 10Y | +5.7% | +606.9% | -601.3% | -65.0% |
| All | +52.3% | +1,218.0% | -1,165.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling