-2.9%
LVS vs XRT
+539.9%
-542.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.3% |
| 7D | -0.8% | +1.7% | -2.6% | -2.6% |
| 30D | +10.0% | +7.5% | +2.5% | +2.1% |
| 3M | -11.0% | +2.2% | -13.2% | -13.3% |
| 6M | -20.1% | +14.7% | -34.8% | -31.0% |
| YTD | -36.3% | +7.5% | -43.8% | -41.6% |
| 1Y | -36.8% | +14.1% | -51.0% | -45.5% |
| 3Y | -9.5% | +58.8% | -68.3% | -46.1% |
| 5Y | +9.3% | -3.9% | +13.2% | +3.1% |
| 10Y | -11.0% | +137.7% | -148.6% | -76.2% |
| All | -2.9% | +539.9% | -542.8% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling