-9.5%
LVS vs XME
+93.2%
-102.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.1% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | +10.0% | -6.1% | +16.1% | +11.7% |
| 3M | -11.0% | -18.6% | +7.6% | -6.1% |
| 6M | -20.1% | -23.9% | +3.7% | -14.4% |
| YTD | -36.3% | -9.3% | -27.0% | -36.5% |
| 1Y | -36.8% | +1.8% | -38.6% | -40.0% |
| 3Y | -9.5% | +93.0% | -102.5% | -40.8% |
| All | -9.5% | +93.2% | -102.7% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling