+6.7%
LVS vs RL
+241.4%
-234.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.4% |
| 7D | +0.3% | +1.9% | -1.6% | -0.5% |
| 30D | -3.9% | -12.2% | +8.3% | +1.7% |
| 3M | -12.9% | -6.6% | -6.2% | -10.7% |
| 6M | -16.9% | +3.2% | -20.1% | -19.6% |
| YTD | -31.2% | -1.3% | -30.0% | -32.4% |
| 1Y | -16.4% | +13.6% | -30.0% | -23.5% |
| 3Y | -4.4% | +210.9% | -215.3% | -51.3% |
| 5Y | +6.7% | +246.9% | -240.2% | -51.7% |
| All | +6.7% | +241.4% | -234.8% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling