-3.3%
LVS vs ROK
+357.9%
-361.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.2% |
| 7D | -3.5% | -1.2% | -2.2% | -2.9% |
| 30D | -6.2% | -4.8% | -1.4% | -4.1% |
| 3M | -14.8% | -6.1% | -8.7% | -13.0% |
| 6M | -20.9% | +15.5% | -36.3% | -27.2% |
| YTD | -33.0% | +11.2% | -44.2% | -37.8% |
| 1Y | -20.0% | +23.8% | -43.9% | -29.7% |
| 3Y | -6.9% | +53.1% | -60.0% | -29.5% |
| 5Y | +9.1% | +48.3% | -39.2% | -18.9% |
| All | -3.3% | +357.9% | -361.2% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling