-7.4%
LVS vs RNG
+120.1%
-127.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -4.3% | -9.6% | +5.3% | -3.0% |
| 30D | -6.8% | +8.8% | -15.6% | -8.0% |
| 3M | -15.6% | +78.6% | -94.2% | -22.8% |
| 6M | -20.6% | +70.3% | -90.9% | -27.3% |
| YTD | -33.4% | +140.3% | -173.7% | -42.9% |
| 1Y | -20.1% | +126.6% | -146.8% | -31.1% |
| All | -7.4% | +120.1% | -127.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling