0.0%
LVS vs RL
+297.6%
-297.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | 0.0% |
| 7D | -2.7% | -0.3% | -2.5% | -2.6% |
| 30D | -4.7% | -17.5% | +12.8% | +3.8% |
| 3M | -15.6% | -14.0% | -1.6% | -10.2% |
| 6M | -18.6% | -2.0% | -16.7% | -19.4% |
| YTD | -32.3% | -4.6% | -27.7% | -32.3% |
| 1Y | -18.0% | +9.5% | -27.5% | -23.5% |
| 3Y | -5.8% | +200.5% | -206.3% | -48.1% |
| 5Y | +5.7% | +226.3% | -220.5% | -45.5% |
| 10Y | 0.0% | +304.8% | -304.8% | -55.2% |
| All | 0.0% | +297.6% | -297.6% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling