+181.3%
XLE vs LVS
+0.3%
+181.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | +8.5% | -4.7% | +13.2% | +10.0% |
| 3M | +14.6% | -15.6% | +30.2% | +20.6% |
| 6M | +17.6% | -18.6% | +36.2% | +24.3% |
| YTD | +48.1% | -32.3% | +80.4% | +65.3% |
| 1Y | +53.8% | -18.0% | +71.8% | +59.2% |
| 3Y | +56.2% | -5.8% | +62.1% | +48.6% |
| 5Y | +227.7% | +5.7% | +222.0% | +174.1% |
| 10Y | +181.3% | 0.0% | +181.3% | +139.2% |
| All | +181.3% | +0.3% | +181.0% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling