-31.8%
LVS vs RL
+34.3%
-66.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.5% | +2.0% | +5.3% |
| 7D | +13.4% | +5.8% | +7.6% | +11.8% |
| 30D | +12.2% | +12.7% | -0.5% | +8.9% |
| 3M | -10.7% | +9.3% | -20.1% | -12.8% |
| 6M | -19.8% | +16.9% | -36.8% | -22.9% |
| YTD | -35.8% | +17.5% | -53.3% | -38.9% |
| 1Y | -31.8% | +34.6% | -66.4% | -40.1% |
| All | -31.8% | +34.3% | -66.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling