+59.4%
RBLX vs LVS
-7.9%
+67.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +5.1% | -3.5% | +8.5% | +6.0% |
| 30D | +28.0% | -6.2% | +34.3% | +30.0% |
| 3M | +4.6% | -14.8% | +19.5% | +9.0% |
| 6M | -24.7% | -20.9% | -3.8% | -19.9% |
| YTD | -43.8% | -33.0% | -10.8% | -38.2% |
| 1Y | -65.8% | -20.0% | -45.8% | -64.1% |
| 3Y | +59.4% | -6.9% | +66.3% | +47.9% |
| All | +59.4% | -7.9% | +67.2% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling