-2.9%
LVS vs XME
+170.7%
-173.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.8% |
| 7D | -0.8% | +0.3% | -1.1% | -1.4% |
| 30D | +10.0% | -6.1% | +16.1% | +13.8% |
| 3M | -11.0% | -18.6% | +7.6% | +0.6% |
| 6M | -20.1% | -23.9% | +3.7% | -7.8% |
| YTD | -36.3% | -9.3% | -27.0% | -36.3% |
| 1Y | -36.8% | +1.8% | -38.6% | -42.2% |
| 3Y | -9.5% | +93.0% | -102.5% | -50.7% |
| 5Y | +9.3% | +107.0% | -97.7% | -46.1% |
| 10Y | -11.0% | +266.9% | -277.9% | -74.9% |
| All | -2.9% | +170.7% | -173.6% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling