+6.4%
LVS vs RRX
+17.8%
-11.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -0.5% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | -6.2% | -6.1% | -0.1% | -4.6% |
| 3M | -14.8% | -23.1% | +8.2% | -9.7% |
| 6M | -20.9% | -19.5% | -1.3% | -18.7% |
| YTD | -33.0% | +16.1% | -49.1% | -40.4% |
| 1Y | -20.0% | +12.9% | -32.9% | -28.6% |
| 3Y | -6.9% | +7.9% | -14.9% | -18.4% |
| All | +6.4% | +17.8% | -11.4% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling