-3.3%
LVS vs RNG
+222.9%
-226.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.5% | -6.1% | +2.6% | -2.5% |
| 30D | -6.2% | +9.6% | -15.8% | -7.8% |
| 3M | -14.8% | +83.3% | -98.2% | -24.1% |
| 6M | -20.9% | +77.9% | -98.8% | -29.6% |
| YTD | -33.0% | +139.9% | -173.0% | -44.4% |
| 1Y | -20.0% | +121.7% | -141.7% | -32.9% |
| 3Y | -6.9% | +121.9% | -128.8% | -24.8% |
| 5Y | +9.1% | -68.4% | +77.4% | +13.1% |
| All | -3.3% | +222.9% | -226.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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