+2,014.7%
ROL vs LVS
+69.2%
+1,945.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | -1.5% | +0.1% | -1.2% |
| 30D | -4.1% | -3.2% | -0.9% | -3.7% |
| 3M | -22.5% | -12.0% | -10.5% | -21.3% |
| 6M | -37.7% | -19.9% | -17.8% | -36.1% |
| YTD | -39.6% | -30.6% | -8.9% | -37.0% |
| 1Y | -36.0% | -17.7% | -18.3% | -34.9% |
| 3Y | -5.1% | -14.2% | +9.1% | -5.3% |
| 5Y | -3.4% | +9.6% | -13.0% | -9.3% |
| 10Y | +215.2% | +5.7% | +209.6% | +186.1% |
| All | +2,014.7% | +69.2% | +1,945.4% | +1,449.4% |
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