+48.7%
LVS vs RRX
+708.0%
-659.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | 0.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.3% |
| 30D | -4.7% | -8.0% | +3.3% | -0.1% |
| 3M | -15.6% | -25.1% | +9.5% | -3.8% |
| 6M | -18.6% | -18.3% | -0.4% | -15.3% |
| YTD | -32.3% | +14.2% | -46.4% | -44.7% |
| 1Y | -18.0% | +13.0% | -31.1% | -33.8% |
| 3Y | -5.8% | +4.2% | -10.0% | -28.9% |
| 5Y | +5.7% | +17.9% | -12.1% | -32.0% |
| 10Y | 0.0% | +220.4% | -220.4% | -73.9% |
| All | +48.7% | +708.0% | -659.3% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling