-11.9%
LVS vs RRC
+58.8%
-70.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -3.9% | +2.5% | -6.4% | -4.2% |
| 30D | +7.1% | +21.1% | -14.1% | +3.7% |
| 3M | -13.2% | +28.4% | -41.6% | -16.7% |
| 6M | -22.8% | +26.5% | -49.3% | -25.9% |
| YTD | -38.0% | +47.0% | -85.0% | -42.6% |
| 1Y | -39.5% | +35.2% | -74.7% | -43.0% |
| All | -11.9% | +58.8% | -70.7% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling