+451.1%
XLB vs LVS
+63.3%
+387.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.8% | -3.5% | +0.6% | -2.2% |
| 30D | -3.1% | -6.2% | +3.1% | -1.9% |
| 3M | -0.2% | -14.8% | +14.7% | +2.9% |
| 6M | +3.1% | -20.9% | +23.9% | +7.4% |
| YTD | +13.3% | -33.0% | +46.3% | +21.6% |
| 1Y | +12.0% | -20.0% | +32.1% | +15.6% |
| 3Y | +31.4% | -6.9% | +38.3% | +29.7% |
| 5Y | +33.9% | +9.1% | +24.8% | +23.9% |
| 10Y | +162.3% | -1.1% | +163.4% | +139.7% |
| All | +451.1% | +63.3% | +387.8% | +276.0% |
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 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