-42.2%
RIG vs LVS
0.0%
-42.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | -3.1% | -3.5% | +0.4% | -1.2% |
| 30D | -0.5% | -6.2% | +5.7% | +2.7% |
| 3M | -6.0% | -14.8% | +8.9% | +1.8% |
| 6M | -10.1% | -20.9% | +10.7% | 0.0% |
| YTD | +37.3% | -33.0% | +70.3% | +65.9% |
| 1Y | +73.9% | -20.0% | +93.9% | +88.2% |
| 3Y | -30.2% | -6.9% | -23.2% | -33.9% |
| 5Y | +62.5% | +9.1% | +53.4% | +24.1% |
| All | -42.2% | 0.0% | -42.2% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling