+39.7%
LVS vs RRC
+326.0%
-286.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -0.8% | +6.4% | -7.2% | -2.6% |
| 30D | +10.0% | +23.9% | -13.9% | +2.5% |
| 3M | -11.0% | +30.2% | -41.2% | -18.5% |
| 6M | -20.1% | +26.3% | -46.4% | -26.5% |
| YTD | -36.3% | +48.1% | -84.4% | -44.6% |
| 1Y | -36.8% | +37.7% | -74.5% | -44.0% |
| 3Y | -9.5% | +60.3% | -69.8% | -25.6% |
| 5Y | +9.3% | +135.3% | -126.0% | -26.5% |
| 10Y | -11.0% | +73.3% | -84.3% | -49.0% |
| All | +39.7% | +326.0% | -286.2% | -46.2% |
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 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