+39.7%
LVS vs ROP
+1,698.4%
-1,658.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.3% |
| 7D | -0.8% | +0.7% | -1.5% | -1.4% |
| 30D | +10.0% | +28.8% | -18.8% | -11.1% |
| 3M | -11.0% | +21.1% | -32.1% | -24.9% |
| 6M | -20.1% | +52.5% | -72.7% | -45.0% |
| YTD | -36.3% | +8.9% | -45.2% | -43.6% |
| 1Y | -36.8% | +8.2% | -45.1% | -43.9% |
| 3Y | -9.5% | -5.2% | -4.4% | -12.8% |
| 5Y | +9.3% | +1.7% | +7.6% | -3.6% |
| 10Y | -11.0% | +185.4% | -196.3% | -73.7% |
| All | +39.7% | +1,698.4% | -1,658.6% | -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