-20.0%
LVS vs RRX
+15.2%
-35.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.2% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | -6.2% | -6.1% | -0.1% | -5.8% |
| 3M | -14.8% | -23.1% | +8.2% | -13.5% |
| 6M | -20.9% | -19.5% | -1.3% | -21.1% |
| YTD | -33.0% | +16.1% | -49.1% | -38.3% |
| 1Y | -20.0% | +12.9% | -32.9% | -25.3% |
| All | -20.0% | +15.2% | -35.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling