-31.8%
LVS vs TROW
+17.3%
-49.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.0% | +0.5% | +4.9% |
| 7D | +13.4% | +8.2% | +5.2% | +11.2% |
| 30D | +12.2% | +8.3% | +3.9% | +9.9% |
| 3M | -10.7% | -1.6% | -9.2% | -10.7% |
| 6M | -19.8% | +11.9% | -31.7% | -22.7% |
| YTD | -35.8% | +14.3% | -50.1% | -38.9% |
| 1Y | -31.8% | +17.0% | -48.8% | -35.5% |
| All | -31.8% | +17.3% | -49.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling