-3.3%
LVS vs XME
+421.4%
-424.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -3.5% | -4.2% | +0.7% | -1.4% |
| 30D | -6.2% | -2.7% | -3.5% | -5.3% |
| 3M | -14.8% | -3.9% | -10.9% | -14.1% |
| 6M | -20.9% | -1.0% | -19.9% | -22.3% |
| YTD | -33.0% | +9.8% | -42.9% | -38.4% |
| 1Y | -20.0% | +32.5% | -52.6% | -34.8% |
| 3Y | -6.9% | +124.3% | -131.3% | -45.1% |
| 5Y | +9.1% | +165.8% | -156.7% | -43.3% |
| All | -3.3% | +421.4% | -424.7% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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