+5.7%
LVS vs ROP
-16.4%
+22.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.0% |
| 7D | -2.7% | -6.1% | +3.4% | -0.4% |
| 30D | -4.7% | -3.4% | -1.3% | -3.6% |
| 3M | -15.6% | +16.7% | -32.3% | -21.2% |
| 6M | -18.6% | +8.1% | -26.7% | -21.8% |
| YTD | -32.3% | -11.7% | -20.6% | -29.1% |
| 1Y | -18.0% | -24.2% | +6.2% | -7.9% |
| 3Y | -5.8% | -19.0% | +13.1% | +1.9% |
| 5Y | +5.7% | -15.9% | +21.6% | +4.5% |
| All | +5.7% | -16.4% | +22.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling