+8.5%
LVS vs RRC
+150.0%
-141.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -4.3% | -1.2% | -3.1% | -4.1% |
| 30D | -6.8% | +3.0% | -9.8% | -7.3% |
| 3M | -15.6% | +7.3% | -22.9% | -16.8% |
| 6M | -20.6% | +3.6% | -24.2% | -21.5% |
| YTD | -33.4% | +19.4% | -52.8% | -36.0% |
| 1Y | -20.1% | +21.4% | -41.6% | -23.8% |
| 3Y | -7.4% | +32.8% | -40.2% | -14.7% |
| 5Y | +8.5% | +152.0% | -143.5% | -17.9% |
| All | +8.5% | +150.0% | -141.5% | -17.9% |
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