-3.3%
LVS vs RRC
+4.9%
-8.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -3.5% | -1.8% | -1.7% | -3.2% |
| 30D | -6.2% | +2.7% | -8.9% | -6.6% |
| 3M | -14.8% | +8.8% | -23.7% | -16.1% |
| 6M | -20.9% | -1.2% | -19.7% | -21.0% |
| YTD | -33.0% | +17.6% | -50.6% | -35.2% |
| 1Y | -20.0% | +18.4% | -38.4% | -22.9% |
| 3Y | -6.9% | +33.1% | -40.0% | -13.2% |
| 5Y | +9.1% | +148.2% | -139.1% | -11.2% |
| All | -3.3% | +4.9% | -8.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling