-42.1%
QXO vs LVS
-19.9%
-22.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -7.8% | -3.5% | -4.3% | -6.9% |
| 30D | -18.1% | -6.2% | -11.9% | -16.6% |
| 3M | -25.8% | -14.8% | -10.9% | -22.6% |
| 6M | -41.7% | -20.9% | -20.9% | -38.2% |
| YTD | -36.2% | -33.0% | -3.1% | -30.2% |
| 1Y | -42.1% | -20.0% | -22.1% | -39.4% |
| All | -42.1% | -19.9% | -22.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling