+342.5%
RCL vs LVS
+0.3%
+342.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.8% |
| 7D | -2.2% | -2.7% | +0.5% | -0.4% |
| 30D | -15.7% | -4.7% | -11.0% | -13.1% |
| 3M | -8.0% | -15.6% | +7.6% | +2.2% |
| 6M | -10.1% | -18.6% | +8.5% | +1.9% |
| YTD | -5.9% | -32.3% | +26.4% | +16.8% |
| 1Y | -23.5% | -18.0% | -5.5% | -18.4% |
| 3Y | +174.4% | -5.8% | +180.2% | +146.6% |
| 5Y | +227.1% | +5.7% | +221.4% | +139.3% |
| 10Y | +342.5% | 0.0% | +342.5% | +309.4% |
| All | +342.5% | +0.3% | +342.2% | +309.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling