-10.9%
LVS vs RY
+354.4%
-365.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.3% |
| 7D | +6.7% | -0.6% | +7.3% | +7.2% |
| 30D | +13.8% | +6.1% | +7.6% | +8.4% |
| 3M | -9.5% | -3.4% | -6.1% | -7.1% |
| 6M | -22.0% | +12.8% | -34.8% | -30.1% |
| YTD | -35.7% | +21.0% | -56.7% | -45.8% |
| 1Y | -36.7% | +40.5% | -77.1% | -53.0% |
| 3Y | -8.8% | +159.9% | -168.7% | -60.9% |
| 5Y | +9.5% | +125.0% | -115.4% | -46.6% |
| 10Y | -10.9% | +350.6% | -361.5% | -68.0% |
| All | -10.9% | +354.4% | -365.3% | -68.0% |
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