-3.1%
ROL vs LVS
+6.8%
-9.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.5% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -6.9% | -3.9% | -3.0% | -6.7% |
| 3M | -24.6% | -12.9% | -11.7% | -23.8% |
| 6M | -39.5% | -16.9% | -22.6% | -38.8% |
| YTD | -41.1% | -31.2% | -9.9% | -39.6% |
| 1Y | -37.9% | -16.4% | -21.5% | -37.4% |
| 3Y | +0.8% | -4.4% | +5.2% | -0.6% |
| All | -3.1% | +6.8% | -9.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling