-46.2%
QXO vs LVS
-7.9%
-38.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -7.8% | -3.5% | -4.3% | -7.3% |
| 30D | -18.1% | -6.2% | -11.9% | -17.4% |
| 3M | -25.8% | -14.8% | -10.9% | -24.3% |
| 6M | -41.7% | -20.9% | -20.9% | -40.1% |
| YTD | -36.2% | -33.0% | -3.1% | -33.5% |
| 1Y | -42.1% | -20.0% | -22.1% | -40.4% |
| 3Y | -46.2% | -6.9% | -39.2% | -40.4% |
| All | -46.2% | -7.9% | -38.3% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling