+52.3%
LVS vs ROP
+1,422.2%
-1,369.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +2.6% |
| 7D | -1.5% | -4.4% | +3.0% | +2.1% |
| 30D | -3.2% | +3.2% | -6.5% | -6.0% |
| 3M | -12.0% | +23.1% | -35.0% | -26.8% |
| 6M | -19.9% | +13.3% | -33.2% | -29.4% |
| YTD | -30.6% | -7.9% | -22.8% | -28.9% |
| 1Y | -17.7% | -22.1% | +4.3% | -4.2% |
| 3Y | -14.2% | -16.8% | +2.6% | -7.2% |
| 5Y | +9.6% | -13.5% | +23.2% | +10.7% |
| 10Y | +5.7% | +137.7% | -132.0% | -63.4% |
| All | +52.3% | +1,422.2% | -1,369.9% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling