+2,204.6%
ROL vs LVS
+55.3%
+2,149.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +19.8% | +10.0% | +9.8% | +18.3% |
| 3M | +7.9% | -11.0% | +18.9% | +9.5% |
| 6M | -25.6% | -20.1% | -5.5% | -23.6% |
| YTD | -34.1% | -36.3% | +2.2% | -30.6% |
| 1Y | -31.4% | -36.8% | +5.4% | -27.7% |
| 3Y | +4.7% | -9.5% | +14.2% | +3.8% |
| 5Y | +15.6% | +9.3% | +6.3% | +9.0% |
| 10Y | +220.6% | -11.0% | +231.6% | +197.6% |
| All | +2,204.6% | +55.3% | +2,149.4% | +1,606.6% |
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