+158.8%
XLB vs LVS
-0.5%
+159.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -3.5% | -4.3% | +0.8% | -2.4% |
| 30D | -4.7% | -6.8% | +2.2% | -2.9% |
| 3M | +2.7% | -15.6% | +18.3% | +7.3% |
| 6M | +2.6% | -20.6% | +23.2% | +8.5% |
| YTD | +12.8% | -33.4% | +46.3% | +24.5% |
| 1Y | +14.0% | -20.1% | +34.1% | +18.8% |
| 3Y | +31.5% | -7.4% | +38.9% | +28.2% |
| 5Y | +33.4% | +8.5% | +24.9% | +17.9% |
| All | +158.8% | -0.5% | +159.4% | +129.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling