+3,984.5%
ROST vs LVS
+67.7%
+3,916.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -10.0% | -3.9% | -6.1% | -9.4% |
| 3M | +1.2% | -12.9% | +14.1% | +3.5% |
| 6M | +8.9% | -16.9% | +25.9% | +12.0% |
| YTD | +28.1% | -31.2% | +59.3% | +35.3% |
| 1Y | +53.0% | -16.4% | +69.4% | +56.1% |
| 3Y | +97.9% | -4.4% | +102.3% | +95.0% |
| 5Y | +112.0% | +6.7% | +105.3% | +100.3% |
| 10Y | +303.0% | +1.4% | +301.5% | +279.0% |
| All | +3,984.5% | +67.7% | +3,916.8% | +3,132.4% |
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