+5.7%
LVS vs RVTY
-34.2%
+39.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.7% |
| 7D | -2.7% | -5.4% | +2.7% | -1.0% |
| 30D | -4.7% | +6.7% | -11.4% | -6.9% |
| 3M | -15.6% | +19.0% | -34.6% | -20.9% |
| 6M | -18.6% | +34.6% | -53.3% | -27.4% |
| YTD | -32.3% | +28.3% | -60.5% | -38.9% |
| 1Y | -18.0% | +46.0% | -64.1% | -29.9% |
| 3Y | -5.8% | +16.9% | -22.7% | -14.4% |
| 5Y | +5.7% | -32.9% | +38.7% | +8.6% |
| All | +5.7% | -34.2% | +39.9% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling