-11.8%
LVS vs RY
+351.8%
-363.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -3.9% | -0.5% | -3.3% | -3.5% |
| 30D | +7.1% | +4.7% | +2.3% | +3.1% |
| 3M | -13.2% | -4.5% | -8.7% | -10.1% |
| 6M | -22.8% | +12.5% | -35.4% | -30.7% |
| YTD | -38.0% | +21.1% | -59.2% | -47.9% |
| 1Y | -39.5% | +38.6% | -78.1% | -54.6% |
| 3Y | -12.2% | +160.2% | -172.3% | -62.4% |
| 5Y | +6.4% | +124.7% | -118.3% | -48.1% |
| All | -11.8% | +351.8% | -363.7% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling