+1.4%
LVS vs RY
+371.6%
-370.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | +0.3% | +2.7% | -2.4% | -1.8% |
| 30D | -3.9% | -1.0% | -2.9% | -3.3% |
| 3M | -12.9% | +7.6% | -20.5% | -18.4% |
| 6M | -16.9% | +29.5% | -46.4% | -33.4% |
| YTD | -31.2% | +24.2% | -55.4% | -43.2% |
| 1Y | -16.4% | +46.4% | -62.8% | -39.9% |
| 3Y | -4.4% | +159.4% | -163.8% | -58.6% |
| 5Y | +6.7% | +141.8% | -135.2% | -50.7% |
| 10Y | +1.4% | +373.9% | -372.4% | -65.5% |
| All | +1.4% | +371.6% | -370.2% | -65.5% |
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