+32.0%
XEL vs LVS
+8.6%
+23.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -0.3% | -3.5% | +3.2% | -0.2% |
| 30D | -3.9% | -6.2% | +2.3% | -3.8% |
| 3M | -2.8% | -14.8% | +12.0% | -2.4% |
| 6M | -5.4% | -20.9% | +15.5% | -4.8% |
| YTD | +3.8% | -33.0% | +36.8% | +5.0% |
| 1Y | +6.8% | -20.0% | +26.9% | +7.3% |
| 3Y | +45.6% | -6.9% | +52.5% | +44.3% |
| All | +32.0% | +8.6% | +23.4% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling