+81.3%
RKT vs LVS
-9.1%
+90.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -9.0% | -0.8% | -8.1% | -8.8% |
| 30D | +30.2% | +10.0% | +20.2% | +27.0% |
| 3M | -8.8% | -11.0% | +2.2% | -6.3% |
| 6M | -0.9% | -20.1% | +19.2% | +4.4% |
| YTD | -29.2% | -36.3% | +7.2% | -21.8% |
| 1Y | -20.1% | -36.8% | +16.8% | -11.5% |
| 3Y | +81.3% | -9.5% | +90.9% | +77.1% |
| All | +81.3% | -9.1% | +90.4% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling