+468.8%
XLB vs LVS
+51.2%
+417.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.8% |
| 7D | 0.0% | -3.9% | +3.9% | +0.8% |
| 30D | +5.3% | +7.1% | -1.8% | +3.8% |
| 3M | 0.0% | -13.2% | +13.2% | +2.7% |
| 6M | +1.2% | -22.8% | +24.0% | +6.1% |
| YTD | +16.9% | -38.0% | +54.9% | +27.2% |
| 1Y | +20.9% | -39.5% | +60.4% | +32.1% |
| 3Y | +43.3% | -12.2% | +55.5% | +43.0% |
| 5Y | +28.3% | +6.4% | +21.9% | +19.6% |
| 10Y | +165.3% | -13.3% | +178.6% | +148.4% |
| All | +468.8% | +51.2% | +417.6% | +293.5% |
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