+50.9%
LVS vs RJF
+1,660.0%
-1,609.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | +0.3% | +1.8% | -1.4% | -0.8% |
| 30D | -3.9% | 0.0% | -3.9% | -4.1% |
| 3M | -12.9% | +18.0% | -30.8% | -22.1% |
| 6M | -16.9% | +17.0% | -33.9% | -25.7% |
| YTD | -31.2% | +11.1% | -42.4% | -36.9% |
| 1Y | -16.4% | +8.0% | -24.4% | -22.2% |
| 3Y | -4.4% | +73.3% | -77.7% | -36.6% |
| 5Y | +6.7% | +107.4% | -100.8% | -38.7% |
| 10Y | +1.4% | +428.5% | -427.0% | -71.2% |
| All | +50.9% | +1,660.0% | -1,609.0% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling