+566.5%
RCL vs LVS
+69.2%
+497.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.1% | -1.5% | -3.6% | -4.5% |
| 30D | -19.0% | -3.2% | -15.8% | -18.0% |
| 3M | -9.6% | -12.0% | +2.4% | -5.3% |
| 6M | -6.7% | -19.9% | +13.2% | +1.2% |
| YTD | -3.9% | -30.6% | +26.7% | +8.4% |
| 1Y | -25.1% | -17.7% | -7.3% | -21.6% |
| 3Y | +179.1% | -14.2% | +193.3% | +180.0% |
| 5Y | +243.3% | +9.6% | +233.7% | +206.4% |
| 10Y | +325.8% | +5.7% | +320.1% | +310.3% |
| All | +566.5% | +69.2% | +497.3% | +339.2% |
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