-9.5%
LVS vs RVTY
+85.4%
-94.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.2% |
| 7D | -0.8% | -0.5% | -0.4% | -0.8% |
| 30D | +10.0% | +1.5% | +8.5% | +9.0% |
| 3M | -11.0% | +31.5% | -42.5% | -19.2% |
| 6M | -20.1% | +62.7% | -82.8% | -33.2% |
| YTD | -36.3% | +60.0% | -96.3% | -47.0% |
| 1Y | -36.8% | +65.7% | -102.5% | -48.3% |
| 3Y | -9.5% | +85.2% | -94.7% | -27.2% |
| All | -9.5% | +85.4% | -94.9% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling