+307.4%
RCL vs LVS
+9.9%
+297.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | +8.5% | +6.7% | +1.8% | +5.4% |
| 30D | +20.4% | +13.8% | +6.6% | +13.6% |
| 3M | +11.0% | -9.5% | +20.5% | +15.9% |
| 6M | +24.9% | -22.0% | +46.9% | +39.0% |
| YTD | +23.9% | -35.7% | +59.5% | +47.6% |
| 1Y | +30.8% | -36.7% | +67.5% | +57.0% |
| 3Y | +270.4% | -8.8% | +279.2% | +245.6% |
| All | +307.4% | +9.9% | +297.5% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling