-7.4%
LVS vs ROK
+48.6%
-56.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -4.3% | -1.6% | -2.7% | -3.8% |
| 30D | -6.8% | -5.4% | -1.4% | -5.2% |
| 3M | -15.6% | -4.0% | -11.7% | -15.1% |
| 6M | -20.6% | +13.3% | -33.9% | -24.8% |
| YTD | -33.4% | +9.3% | -42.8% | -36.5% |
| 1Y | -20.1% | +25.8% | -46.0% | -27.8% |
| All | -7.4% | +48.6% | -56.0% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling