+52.3%
LVS vs RY
+1,741.4%
-1,689.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.4% |
| 7D | -1.5% | +3.1% | -4.6% | -4.5% |
| 30D | -3.2% | -0.3% | -2.9% | -3.1% |
| 3M | -12.0% | +8.7% | -20.6% | -19.6% |
| 6M | -19.9% | +28.5% | -48.4% | -38.4% |
| YTD | -30.6% | +25.1% | -55.8% | -45.5% |
| 1Y | -17.7% | +46.3% | -64.0% | -45.0% |
| 3Y | -14.2% | +154.9% | -169.2% | -68.1% |
| 5Y | +9.6% | +140.3% | -130.7% | -56.9% |
| 10Y | +5.7% | +377.0% | -371.4% | -80.3% |
| All | +52.3% | +1,741.4% | -1,689.2% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling