+717.3%
RCL vs LVS
+55.3%
+662.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.6% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +17.8% | +10.0% | +7.9% | +13.7% |
| 3M | +4.9% | -11.0% | +16.0% | +9.6% |
| 6M | +23.7% | -20.1% | +43.9% | +34.3% |
| YTD | +17.8% | -36.3% | +54.2% | +37.2% |
| 1Y | +28.9% | -36.8% | +65.8% | +50.5% |
| 3Y | +241.9% | -9.5% | +251.4% | +236.1% |
| 5Y | +295.4% | +9.3% | +286.1% | +254.6% |
| 10Y | +344.1% | -11.0% | +355.1% | +354.1% |
| All | +717.3% | +55.3% | +662.0% | +456.1% |
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