-6.6%
LVS vs VSXY
+37.7%
-44.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.0% |
| 7D | -2.7% | -10.7% | +8.0% | -1.4% |
| 30D | -4.7% | -24.3% | +19.6% | -1.4% |
| 3M | -15.6% | +1.0% | -16.6% | -16.2% |
| 6M | -18.6% | +57.4% | -76.0% | -25.9% |
| YTD | -32.3% | +39.8% | -72.0% | -37.5% |
| 1Y | -18.0% | +196.5% | -214.5% | -33.6% |
| 3Y | -5.8% | +357.2% | -363.1% | -34.3% |
| 5Y | +5.7% | +18.9% | -13.2% | -11.0% |
| All | -6.6% | +37.7% | -44.2% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling