-3.3%
LVS vs XHB
+215.4%
-218.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | -3.5% | -4.6% | +1.2% | -0.7% |
| 30D | -6.2% | -9.1% | +2.9% | -0.7% |
| 3M | -14.8% | -8.6% | -6.3% | -10.8% |
| 6M | -20.9% | -4.0% | -16.8% | -20.3% |
| YTD | -33.0% | -3.9% | -29.1% | -33.0% |
| 1Y | -20.0% | -16.5% | -3.5% | -12.8% |
| 3Y | -6.9% | +22.6% | -29.5% | -24.2% |
| 5Y | +9.1% | +33.9% | -24.9% | -17.7% |
| All | -3.3% | +215.4% | -218.7% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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