+141.3%
XLC vs LVS
-36.9%
+178.2%
-46.7%
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 | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -1.7% | -4.3% | +2.6% | -0.6% |
| 30D | +0.2% | -6.8% | +7.0% | +1.9% |
| 3M | +0.7% | -15.6% | +16.3% | +4.8% |
| 6M | -4.5% | -20.6% | +16.1% | +0.7% |
| YTD | -4.7% | -33.4% | +28.7% | +4.4% |
| 1Y | -1.5% | -20.1% | +18.6% | +2.2% |
| 3Y | +72.2% | -7.4% | +79.7% | +67.0% |
| 5Y | +39.3% | +8.5% | +30.8% | +22.7% |
| All | +141.3% | -36.9% | +178.2% | +130.6% |
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 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