+179.4%
RCL vs LVS
-6.1%
+185.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -17.3% | -3.9% | -13.4% | -16.4% |
| 3M | -2.8% | -12.9% | +10.1% | +1.0% |
| 6M | -4.4% | -16.9% | +12.6% | +0.6% |
| YTD | -4.2% | -31.2% | +27.1% | +5.3% |
| 1Y | -23.4% | -16.4% | -7.0% | -22.3% |
| 3Y | +179.4% | -4.4% | +183.8% | +143.4% |
| All | +179.4% | -6.1% | +185.5% | +143.4% |
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 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