+312.1%
ROST vs LVS
0.0%
+312.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.2% | -3.5% | +3.7% | +1.3% |
| 30D | -6.9% | -6.2% | -0.6% | -5.0% |
| 3M | -3.3% | -14.8% | +11.5% | +1.5% |
| 6M | +9.0% | -20.9% | +29.9% | +16.6% |
| YTD | +28.9% | -33.0% | +61.9% | +44.3% |
| 1Y | +54.0% | -20.0% | +74.0% | +61.8% |
| 3Y | +100.7% | -6.9% | +107.6% | +94.2% |
| 5Y | +116.0% | +9.1% | +106.9% | +84.5% |
| All | +312.1% | 0.0% | +312.1% | +261.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling