+39.2%
LVS vs ROP
+1,689.8%
-1,650.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.0% |
| 7D | -1.3% | -2.9% | +1.7% | +1.1% |
| 30D | +12.2% | +30.1% | -17.9% | -10.0% |
| 3M | -11.3% | +19.9% | -31.2% | -24.5% |
| 6M | -21.6% | +46.0% | -67.6% | -44.1% |
| YTD | -36.6% | +8.4% | -44.9% | -43.6% |
| 1Y | -38.4% | +8.8% | -47.2% | -45.5% |
| 3Y | -10.2% | -5.6% | -4.5% | -13.1% |
| 5Y | +9.4% | +3.0% | +6.4% | -4.7% |
| 10Y | -11.3% | +184.0% | -195.3% | -73.7% |
| All | +39.2% | +1,689.8% | -1,650.6% | -89.9% |
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