+68.7%
XLC vs LVS
-6.8%
+75.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.4% | -2.7% | +1.3% | -1.0% |
| 30D | -0.9% | -4.7% | +3.8% | -0.2% |
| 3M | -0.3% | -15.6% | +15.2% | +2.2% |
| 6M | -5.2% | -18.6% | +13.5% | -2.4% |
| YTD | -5.3% | -32.3% | +27.0% | +0.1% |
| 1Y | -2.8% | -18.0% | +15.2% | -1.2% |
| All | +68.7% | -6.8% | +75.4% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling