+147.8%
XEL vs LVS
0.0%
+147.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -0.3% | -3.5% | +3.2% | -0.1% |
| 30D | -3.9% | -6.2% | +2.3% | -3.6% |
| 3M | -2.8% | -14.8% | +12.0% | -1.9% |
| 6M | -5.4% | -20.9% | +15.5% | -4.2% |
| YTD | +3.8% | -33.0% | +36.8% | +6.0% |
| 1Y | +6.8% | -20.0% | +26.9% | +7.8% |
| 3Y | +45.6% | -6.9% | +52.5% | +44.3% |
| 5Y | +30.7% | +9.1% | +21.6% | +26.4% |
| All | +147.8% | 0.0% | +147.8% | +133.0% |
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