-10.4%
RKT vs LVS
-31.5%
+21.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.5% | +2.2% | +6.0% |
| 7D | +29.7% | +13.4% | +16.3% | +23.7% |
| 30D | +28.5% | +12.2% | +16.3% | +22.9% |
| 3M | +6.4% | -10.7% | +17.1% | +10.3% |
| 6M | +7.1% | -19.8% | +27.0% | +15.3% |
| YTD | -22.5% | -35.8% | +13.3% | -9.8% |
| 1Y | -10.4% | -31.8% | +21.4% | -5.3% |
| All | -10.4% | -31.5% | +21.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling