+149.7%
XBI vs LVS
0.0%
+149.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -4.6% | -3.5% | -1.2% | -3.6% |
| 30D | -2.0% | -6.2% | +4.2% | -0.1% |
| 3M | +17.8% | -14.8% | +32.6% | +23.4% |
| 6M | +23.7% | -20.9% | +44.6% | +32.2% |
| YTD | +28.2% | -33.0% | +61.3% | +43.3% |
| 1Y | +64.0% | -20.0% | +84.0% | +71.8% |
| 3Y | +99.4% | -6.9% | +106.3% | +92.7% |
| 5Y | +19.3% | +9.1% | +10.3% | +3.4% |
| All | +149.7% | 0.0% | +149.7% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling