+926.8%
XBI vs LVS
+40.5%
+886.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -3.6% | -2.7% | -0.9% | -3.1% |
| 30D | +0.9% | -4.7% | +5.5% | +1.7% |
| 3M | +21.4% | -15.6% | +37.0% | +25.0% |
| 6M | +25.5% | -18.6% | +44.1% | +29.9% |
| YTD | +30.8% | -32.3% | +63.1% | +39.3% |
| 1Y | +68.6% | -18.0% | +86.6% | +72.8% |
| 3Y | +103.9% | -5.8% | +109.8% | +101.1% |
| 5Y | +20.8% | +5.7% | +15.0% | +14.1% |
| 10Y | +164.0% | 0.0% | +164.0% | +145.8% |
| All | +926.8% | +40.5% | +886.2% | +672.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling