+142.5%
XLC vs LVS
-34.3%
+176.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | -1.5% | +0.6% | -0.5% |
| 30D | +1.0% | -3.2% | +4.3% | +1.8% |
| 3M | -0.7% | -12.0% | +11.3% | +2.3% |
| 6M | -5.1% | -19.9% | +14.8% | -0.2% |
| YTD | -4.3% | -30.6% | +26.4% | +3.8% |
| 1Y | -0.6% | -17.7% | +17.2% | +2.5% |
| 3Y | +72.7% | -14.2% | +86.9% | +71.1% |
| 5Y | +38.0% | +9.6% | +28.4% | +21.3% |
| All | +142.5% | -34.3% | +176.7% | +129.4% |
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