+179.2%
XLE vs LVS
-10.5%
+189.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.1% |
| 7D | +5.4% | -0.8% | +6.3% | +5.6% |
| 30D | -3.9% | +10.0% | -13.9% | -7.2% |
| 3M | +7.0% | -11.0% | +18.1% | +10.4% |
| 6M | +14.2% | -20.1% | +34.4% | +21.6% |
| YTD | +48.2% | -36.3% | +84.5% | +67.9% |
| 1Y | +47.7% | -36.8% | +84.5% | +67.6% |
| 3Y | +70.0% | -9.5% | +79.5% | +63.1% |
| 5Y | +169.1% | +9.3% | +159.8% | +120.2% |
| All | +179.2% | -10.5% | +189.7% | +148.1% |
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