+162.1%
XLB vs LVS
+1.2%
+160.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | -3.4% | -4.7% | +1.3% | -2.2% |
| 3M | +1.6% | -15.6% | +17.2% | +6.1% |
| 6M | +3.6% | -18.6% | +22.3% | +8.9% |
| YTD | +14.2% | -32.3% | +46.5% | +25.5% |
| 1Y | +15.6% | -18.0% | +33.6% | +19.7% |
| 3Y | +33.1% | -5.8% | +38.9% | +29.2% |
| 5Y | +35.0% | +5.7% | +29.3% | +20.4% |
| All | +162.1% | +1.2% | +160.9% | +130.8% |
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