+10.4%
LVS vs RJF
+103.8%
-93.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -4.7% | -2.0% | -2.7% | -3.8% |
| 3M | -15.6% | +16.3% | -31.9% | -22.3% |
| 6M | -18.6% | +16.9% | -35.6% | -25.6% |
| YTD | -32.3% | +10.4% | -42.7% | -36.5% |
| 1Y | -18.0% | +7.4% | -25.4% | -22.3% |
| 3Y | -5.8% | +72.2% | -78.1% | -33.7% |
| All | +10.4% | +103.8% | -93.4% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling