+6.4%
LVS vs RVMD
+576.1%
-569.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.5% | -3.0% | -0.5% | -3.1% |
| 30D | -6.2% | -0.7% | -5.5% | -6.3% |
| 3M | -14.8% | +36.5% | -51.4% | -18.5% |
| 6M | -20.9% | +104.6% | -125.5% | -29.0% |
| YTD | -33.0% | +155.8% | -188.9% | -42.7% |
| 1Y | -20.0% | +340.7% | -360.7% | -37.5% |
| 3Y | -6.9% | +519.9% | -526.9% | -34.4% |
| All | +6.4% | +576.1% | -569.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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