-2.1%
XLC vs LVS
-18.3%
+16.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.4% | -2.7% | +1.3% | -1.3% |
| 30D | -0.9% | -4.7% | +3.8% | -0.7% |
| 3M | -0.3% | -15.6% | +15.2% | +0.3% |
| 6M | -5.2% | -18.6% | +13.5% | -4.5% |
| YTD | -5.3% | -32.3% | +27.0% | -4.5% |
| All | -2.1% | -18.3% | +16.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling