-84.8%
RIG vs LVS
+65.2%
-150.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -8.2% | -2.7% | -5.5% | -7.5% |
| 30D | -0.2% | -4.7% | +4.5% | +1.1% |
| 3M | -2.7% | -15.6% | +12.8% | +1.7% |
| 6M | -7.5% | -18.6% | +11.2% | -2.8% |
| YTD | +38.3% | -32.3% | +70.5% | +52.4% |
| 1Y | +81.8% | -18.0% | +99.9% | +89.2% |
| 3Y | -30.2% | -5.8% | -24.4% | -31.1% |
| 5Y | +59.9% | +5.7% | +54.2% | +48.1% |
| 10Y | -41.9% | 0.0% | -41.9% | -43.6% |
| All | -84.8% | +65.2% | -150.1% | -90.9% |
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