+205.1%
ROL vs LVS
-0.5%
+205.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -3.2% | -4.3% | +1.1% | -2.8% |
| 30D | -6.6% | -6.8% | +0.2% | -5.9% |
| 3M | -27.3% | -15.6% | -11.7% | -26.0% |
| 6M | -38.1% | -20.6% | -17.5% | -36.7% |
| YTD | -41.8% | -33.4% | -8.4% | -39.4% |
| 1Y | -37.8% | -20.1% | -17.7% | -36.7% |
| 3Y | -0.3% | -7.4% | +7.1% | -1.5% |
| 5Y | -5.1% | +8.5% | -13.6% | -10.0% |
| All | +205.1% | -0.5% | +205.6% | +183.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling