+52.3%
LVS vs RRC
+244.4%
-192.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | -3.2% | +10.1% | -13.3% | -6.0% |
| 3M | -12.0% | +4.0% | -16.0% | -13.3% |
| 6M | -19.9% | +1.6% | -21.5% | -20.9% |
| YTD | -30.6% | +19.7% | -50.3% | -35.1% |
| 1Y | -17.7% | +21.4% | -39.2% | -23.8% |
| 3Y | -14.2% | +29.7% | -43.9% | -24.5% |
| 5Y | +9.6% | +153.9% | -144.2% | -28.5% |
| 10Y | +5.7% | +10.8% | -5.1% | -28.4% |
| All | +52.3% | +244.4% | -192.1% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling