-3.3%
LVS vs RMD
+274.3%
-277.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -3.5% | -4.4% | +0.9% | -2.3% |
| 30D | -6.2% | -3.1% | -3.1% | -5.5% |
| 3M | -14.8% | +13.8% | -28.6% | -18.1% |
| 6M | -20.9% | -8.6% | -12.3% | -19.4% |
| YTD | -33.0% | -8.6% | -24.4% | -31.9% |
| 1Y | -20.0% | -19.7% | -0.3% | -15.9% |
| 3Y | -6.9% | +48.4% | -55.3% | -19.5% |
| 5Y | +9.1% | -22.7% | +31.8% | +11.1% |
| All | -3.3% | +274.3% | -277.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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