-20.0%
LVS vs RNG
+128.1%
-148.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.5% | -6.1% | +2.6% | -3.0% |
| 30D | -6.2% | +9.6% | -15.8% | -7.0% |
| 3M | -14.8% | +83.3% | -98.2% | -20.0% |
| 6M | -20.9% | +77.9% | -98.8% | -25.6% |
| YTD | -33.0% | +139.9% | -173.0% | -39.3% |
| 1Y | -20.0% | +121.7% | -141.7% | -28.0% |
| All | -20.0% | +128.1% | -148.1% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling