+48.6%
LVS vs XYL
+389.9%
-341.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.8% | -3.7% | +2.9% | +1.1% |
| 30D | +10.0% | -8.3% | +18.3% | +13.9% |
| 3M | -11.0% | -21.4% | +10.4% | -0.3% |
| 6M | -20.1% | -12.9% | -7.2% | -16.1% |
| YTD | -36.3% | -30.1% | -6.3% | -25.4% |
| 1Y | -36.8% | -35.2% | -1.7% | -22.9% |
| 3Y | -9.5% | -0.8% | -8.8% | -14.1% |
| 5Y | +9.3% | -23.2% | +32.5% | +16.3% |
| 10Y | -11.0% | +101.2% | -112.2% | -47.0% |
| All | +48.6% | +389.9% | -341.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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