+45.1%
LVS vs XHB
+167.3%
-122.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +1.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.1% |
| 30D | -3.9% | -9.1% | +5.2% | +3.9% |
| 3M | -12.9% | -2.3% | -10.5% | -12.5% |
| 6M | -16.9% | -4.1% | -12.8% | -16.3% |
| YTD | -31.2% | -1.7% | -29.5% | -32.8% |
| 1Y | -16.4% | -15.1% | -1.3% | -8.1% |
| 3Y | -4.4% | +26.8% | -31.3% | -30.1% |
| 5Y | +6.7% | +37.3% | -30.7% | -29.8% |
| 10Y | +1.4% | +205.7% | -204.2% | -71.0% |
| All | +45.1% | +167.3% | -122.2% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling