+4.9%
LVS vs XME
+246.2%
-241.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.6% |
| 7D | +0.3% | +3.6% | -3.3% | -2.1% |
| 30D | -3.9% | +3.6% | -7.5% | -6.7% |
| 3M | -12.9% | +1.2% | -14.1% | -15.3% |
| 6M | -16.9% | +9.0% | -26.0% | -24.5% |
| YTD | -31.2% | +15.9% | -47.2% | -41.1% |
| 1Y | -16.4% | +43.2% | -59.6% | -39.8% |
| 3Y | -4.4% | +137.4% | -141.8% | -54.2% |
| 5Y | +6.7% | +185.0% | -178.4% | -57.6% |
| 10Y | +1.4% | +409.5% | -408.0% | -77.4% |
| All | +4.9% | +246.2% | -241.3% | -74.4% |
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