+50.9%
LVS vs ROK
+1,340.0%
-1,289.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | +0.3% | +2.8% | -2.5% | -1.5% |
| 30D | -3.9% | -2.4% | -1.5% | -2.5% |
| 3M | -12.9% | -4.7% | -8.2% | -11.2% |
| 6M | -16.9% | +16.8% | -33.7% | -26.9% |
| YTD | -31.2% | +11.4% | -42.6% | -38.4% |
| 1Y | -16.4% | +26.2% | -42.6% | -31.4% |
| 3Y | -4.4% | +51.9% | -56.3% | -35.8% |
| 5Y | +6.7% | +46.4% | -39.7% | -30.7% |
| 10Y | +1.4% | +343.5% | -342.1% | -74.8% |
| All | +50.9% | +1,340.0% | -1,289.1% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling