+39.2%
LVS vs RL
+1,216.9%
-1,177.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.6% |
| 7D | -1.3% | -4.4% | +3.1% | +0.9% |
| 30D | +12.2% | +5.6% | +6.6% | +8.3% |
| 3M | -11.3% | -0.6% | -10.6% | -11.6% |
| 6M | -21.6% | +15.5% | -37.1% | -29.7% |
| YTD | -36.6% | +12.3% | -48.9% | -43.0% |
| 1Y | -38.4% | +19.3% | -57.7% | -46.7% |
| 3Y | -10.2% | +255.5% | -265.7% | -62.5% |
| 5Y | +9.4% | +247.1% | -237.6% | -55.2% |
| 10Y | -11.3% | +346.0% | -357.3% | -74.4% |
| All | +39.2% | +1,216.9% | -1,177.7% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling