-3.3%
LVS vs XRT
+128.2%
-131.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.3% |
| 7D | -3.5% | -3.2% | -0.3% | -1.5% |
| 30D | -6.2% | -4.5% | -1.7% | -3.5% |
| 3M | -14.8% | -3.1% | -11.8% | -13.4% |
| 6M | -20.9% | +4.2% | -25.1% | -23.2% |
| YTD | -33.0% | -0.1% | -32.9% | -33.2% |
| 1Y | -20.0% | -3.0% | -17.0% | -19.1% |
| 3Y | -6.9% | +41.8% | -48.7% | -26.6% |
| 5Y | +9.1% | -1.3% | +10.4% | +5.6% |
| All | -3.3% | +128.2% | -131.5% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling