-35.4%
RBLX vs LVS
-27.0%
-8.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | +8.1% | -4.3% | +12.4% | +10.0% |
| 30D | +23.9% | -6.8% | +30.7% | +27.2% |
| 3M | +8.1% | -15.6% | +23.8% | +15.5% |
| 6M | -23.7% | -20.6% | -3.1% | -16.5% |
| YTD | -44.6% | -33.4% | -11.2% | -35.5% |
| 1Y | -66.2% | -20.1% | -46.1% | -63.8% |
| 3Y | +54.7% | -7.4% | +62.1% | +47.6% |
| 5Y | -48.9% | +8.5% | -57.4% | -57.8% |
| All | -35.4% | -27.0% | -8.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling