+46.2%
LVS vs RSG
+1,456.4%
-1,410.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | -4.3% | -1.8% | -2.5% | -3.0% |
| 30D | -6.8% | +2.8% | -9.6% | -8.8% |
| 3M | -15.6% | +4.3% | -19.9% | -18.7% |
| 6M | -20.6% | -0.5% | -20.1% | -21.7% |
| YTD | -33.4% | +5.2% | -38.6% | -37.3% |
| 1Y | -20.1% | -2.1% | -18.0% | -20.9% |
| 3Y | -7.4% | +56.5% | -63.9% | -39.0% |
| 5Y | +8.5% | +89.5% | -81.0% | -41.9% |
| 10Y | -1.7% | +424.8% | -426.4% | -80.1% |
| All | +46.2% | +1,456.4% | -1,410.2% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling