+5.7%
LVS vs XRT
-2.4%
+8.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -0.4% |
| 7D | -2.7% | -2.4% | -0.3% | -1.2% |
| 30D | -4.7% | -6.9% | +2.3% | -0.2% |
| 3M | -15.6% | -0.4% | -15.2% | -15.6% |
| 6M | -18.6% | +2.2% | -20.9% | -20.2% |
| YTD | -32.3% | -0.7% | -31.6% | -32.2% |
| 1Y | -18.0% | -2.0% | -16.0% | -17.6% |
| 3Y | -5.8% | +41.0% | -46.9% | -26.7% |
| 5Y | +5.7% | -3.3% | +9.0% | +9.5% |
| All | +5.7% | -2.4% | +8.1% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling