+52.3%
LVS vs RVTY
+566.5%
-514.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.5% | +1.1% | -2.6% | -2.1% |
| 30D | -3.2% | +13.2% | -16.4% | -10.1% |
| 3M | -12.0% | +27.2% | -39.2% | -24.3% |
| 6M | -19.9% | +32.4% | -52.3% | -33.5% |
| YTD | -30.6% | +34.9% | -65.5% | -43.6% |
| 1Y | -17.7% | +52.4% | -70.1% | -38.6% |
| 3Y | -14.2% | +12.3% | -26.5% | -27.7% |
| 5Y | +9.6% | -30.8% | +40.5% | +18.6% |
| 10Y | +5.7% | +150.7% | -145.0% | -57.8% |
| All | +52.3% | +566.5% | -514.2% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling