-17.7%
LVS vs RVTY
+57.1%
-74.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -3.2% | +13.2% | -16.4% | -5.4% |
| 3M | -12.0% | +27.2% | -39.2% | -16.1% |
| 6M | -19.9% | +32.4% | -52.3% | -25.2% |
| YTD | -30.6% | +34.9% | -65.5% | -35.1% |
| 1Y | -17.7% | +52.4% | -70.1% | -22.6% |
| All | -17.7% | +57.1% | -74.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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