-31.0%
LVS vs RVMD
+634.9%
-665.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | -3.9% | +1.1% | -5.0% | -4.2% |
| 3M | -12.9% | +39.6% | -52.5% | -17.6% |
| 6M | -16.9% | +110.7% | -127.6% | -27.4% |
| YTD | -31.2% | +160.3% | -191.5% | -43.0% |
| 1Y | -16.4% | +404.9% | -421.3% | -38.8% |
| 3Y | -4.4% | +545.5% | -549.9% | -36.7% |
| 5Y | +6.7% | +584.7% | -578.0% | -36.2% |
| All | -31.0% | +634.9% | -665.9% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling