-6.1%
RDW vs LVS
+8.6%
-14.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +0.9% | -3.5% | +4.3% | +2.5% |
| 30D | -21.3% | -6.2% | -15.0% | -19.0% |
| 3M | -37.9% | -14.8% | -23.0% | -33.3% |
| 6M | +12.3% | -20.9% | +33.1% | +24.6% |
| YTD | +39.7% | -33.0% | +72.8% | +66.2% |
| 1Y | +25.7% | -20.0% | +45.7% | +34.5% |
| 3Y | +230.8% | -6.9% | +237.8% | +210.2% |
| All | -6.1% | +8.6% | -14.7% | -24.0% |
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