+759.2%
RCL vs LVS
+56.9%
+702.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | +8.5% | +6.7% | +1.8% | +5.9% |
| 30D | +20.4% | +13.8% | +6.6% | +14.6% |
| 3M | +11.0% | -9.5% | +20.5% | +15.1% |
| 6M | +24.9% | -22.0% | +46.9% | +36.8% |
| YTD | +23.9% | -35.7% | +59.5% | +43.6% |
| 1Y | +30.8% | -36.7% | +67.5% | +52.6% |
| 3Y | +270.4% | -8.8% | +279.2% | +263.0% |
| 5Y | +296.1% | +9.5% | +286.6% | +254.9% |
| 10Y | +375.0% | -10.9% | +386.0% | +385.2% |
| All | +759.2% | +56.9% | +702.2% | +482.2% |
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