+5.0%
LVS vs XME
+108.0%
-103.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.3% |
| 7D | -0.8% | +0.3% | -1.1% | -1.1% |
| 30D | +10.0% | -6.1% | +16.1% | +12.4% |
| 3M | -11.0% | -18.6% | +7.6% | -3.9% |
| 6M | -20.1% | -23.9% | +3.7% | -12.2% |
| YTD | -36.3% | -9.3% | -27.0% | -36.4% |
| 1Y | -36.8% | +1.8% | -38.6% | -40.7% |
| 3Y | -9.5% | +93.0% | -102.5% | -43.2% |
| All | +5.0% | +108.0% | -103.0% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling