-31.8%
LVS vs RSG
+19.5%
-51.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.4% | +6.5% |
| 7D | +13.4% | +5.1% | +8.3% | +13.7% |
| 30D | +12.2% | +15.3% | -3.1% | +13.3% |
| 3M | -10.7% | +18.6% | -29.3% | -9.3% |
| 6M | -19.8% | +19.5% | -39.4% | -18.0% |
| YTD | -35.8% | +17.2% | -53.0% | -34.2% |
| 1Y | -31.8% | +19.6% | -51.4% | -29.5% |
| All | -31.8% | +19.5% | -51.3% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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