-35.9%
RBLX vs LVS
-25.8%
-10.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +8.0% | -2.7% | +10.7% | +9.2% |
| 30D | +20.2% | -4.7% | +24.8% | +22.3% |
| 3M | +3.5% | -15.6% | +19.1% | +10.6% |
| 6M | -28.9% | -18.6% | -10.3% | -23.0% |
| YTD | -45.1% | -32.3% | -12.8% | -36.4% |
| 1Y | -66.2% | -18.0% | -48.2% | -64.2% |
| 3Y | +53.5% | -5.8% | +59.3% | +45.4% |
| 5Y | -48.4% | +5.7% | -54.2% | -57.1% |
| All | -35.9% | -25.8% | -10.2% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling