+5.8%
LVS vs XRT
+514.3%
-508.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.3% |
| 7D | -1.5% | +0.8% | -2.3% | -2.2% |
| 30D | -3.2% | -4.2% | +1.0% | +0.8% |
| 3M | -12.0% | +5.1% | -17.1% | -16.6% |
| 6M | -19.9% | +2.4% | -22.3% | -22.5% |
| YTD | -30.6% | +3.2% | -33.8% | -33.4% |
| 1Y | -17.7% | +1.5% | -19.3% | -20.5% |
| 3Y | -14.2% | +40.6% | -54.8% | -42.3% |
| 5Y | +9.6% | -1.0% | +10.6% | -0.6% |
| 10Y | +5.7% | +128.4% | -122.8% | -70.7% |
| All | +5.8% | +514.3% | -508.5% | -93.1% |
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