-5.0%
LVS vs RNG
+305.9%
-310.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.7% | -4.1% | +1.3% | -2.1% |
| 30D | -4.7% | +8.6% | -13.3% | -6.2% |
| 3M | -15.6% | +78.0% | -93.5% | -24.6% |
| 6M | -18.6% | +67.0% | -85.7% | -27.2% |
| YTD | -32.3% | +142.4% | -174.7% | -44.2% |
| 1Y | -18.0% | +120.4% | -138.5% | -31.6% |
| 3Y | -5.8% | +122.1% | -128.0% | -24.5% |
| 5Y | +5.7% | -69.8% | +75.6% | +12.1% |
| 10Y | 0.0% | +223.4% | -223.4% | -40.8% |
| All | -5.0% | +305.9% | -310.9% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling