-31.8%
LVS vs XRT
+18.0%
-49.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.5% | +0.9% | +3.0% |
| 7D | +13.4% | +8.0% | +5.4% | +8.2% |
| 30D | +12.2% | +13.0% | -0.8% | +4.2% |
| 3M | -10.7% | +1.7% | -12.4% | -12.0% |
| 6M | -19.8% | +12.6% | -32.4% | -25.9% |
| YTD | -35.8% | +10.7% | -46.4% | -39.6% |
| 1Y | -31.8% | +18.4% | -50.2% | -38.0% |
| All | -31.8% | +18.0% | -49.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling