-3.3%
LVS vs RJF
+429.3%
-432.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -3.5% | -2.7% | -0.8% | -2.0% |
| 30D | -6.2% | -4.3% | -2.0% | -4.0% |
| 3M | -14.8% | +15.7% | -30.6% | -21.9% |
| 6M | -20.9% | +17.8% | -38.7% | -28.4% |
| YTD | -33.0% | +9.2% | -42.2% | -37.2% |
| 1Y | -20.0% | +2.8% | -22.8% | -22.6% |
| 3Y | -6.9% | +69.5% | -76.4% | -34.3% |
| 5Y | +9.1% | +105.9% | -96.9% | -33.0% |
| All | -3.3% | +429.3% | -432.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling