+5.0%
LVS vs RRC
+134.0%
-129.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -0.8% | +6.4% | -7.2% | -1.8% |
| 30D | +10.0% | +23.9% | -13.9% | +5.6% |
| 3M | -11.0% | +30.2% | -41.2% | -15.5% |
| 6M | -20.1% | +26.3% | -46.4% | -23.9% |
| YTD | -36.3% | +48.1% | -84.4% | -41.4% |
| 1Y | -36.8% | +37.7% | -74.5% | -41.2% |
| 3Y | -9.5% | +60.3% | -69.8% | -19.6% |
| All | +5.0% | +134.0% | -129.0% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling