-18.6%
LVS vs VSXY
+67.0%
-85.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.5% |
| 7D | -2.7% | -10.7% | +8.0% | -2.9% |
| 30D | -4.7% | -24.3% | +19.6% | -5.1% |
| 3M | -15.6% | +1.0% | -16.6% | -15.4% |
| 6M | -18.6% | +57.4% | -76.0% | -19.2% |
| All | -18.6% | +67.0% | -85.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 6mo: compounded portfolio wealth divided by compounded VSXY 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…
6mo analysis · Full analysis span regression · 6 months rolling