+39.2%
LVS vs RY
+1,691.0%
-1,651.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -2.0% |
| 7D | -1.3% | -3.0% | +1.7% | +1.6% |
| 30D | +12.2% | +6.3% | +5.9% | +5.6% |
| 3M | -11.3% | -2.6% | -8.7% | -9.2% |
| 6M | -21.6% | +13.9% | -35.5% | -32.1% |
| YTD | -36.6% | +21.7% | -58.3% | -48.8% |
| 1Y | -38.4% | +40.4% | -78.8% | -57.1% |
| 3Y | -10.2% | +161.3% | -171.5% | -67.4% |
| 5Y | +9.4% | +126.5% | -117.0% | -54.4% |
| 10Y | -11.3% | +354.3% | -365.7% | -82.6% |
| All | +39.2% | +1,691.0% | -1,651.8% | -87.2% |
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