-18.8%
LVS vs RL
+9.0%
-27.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -0.6% |
| 7D | -2.7% | -0.3% | -2.5% | -2.7% |
| 30D | -4.7% | -17.5% | +12.8% | -0.2% |
| 3M | -15.6% | -14.0% | -1.6% | -12.6% |
| 6M | -18.6% | -2.0% | -16.7% | -18.8% |
| YTD | -32.3% | -4.6% | -27.7% | -32.0% |
| All | -18.8% | +9.0% | -27.8% | -21.0% |
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