+37.6%
XLC vs LVS
+5.2%
+32.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -1.4% | -2.7% | +1.3% | -0.9% |
| 30D | -0.9% | -4.7% | +3.8% | +0.1% |
| 3M | -0.3% | -15.6% | +15.2% | +3.0% |
| 6M | -5.2% | -18.6% | +13.5% | -1.5% |
| YTD | -5.3% | -32.3% | +27.0% | +1.8% |
| 1Y | -2.8% | -18.0% | +15.2% | -0.4% |
| 3Y | +71.2% | -5.8% | +77.0% | +65.1% |
| 5Y | +37.6% | +5.7% | +31.8% | +22.7% |
| All | +37.6% | +5.2% | +32.4% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling