+176.5%
XLE vs LVS
-12.8%
+189.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +2.2% |
| 7D | +4.4% | -3.9% | +8.3% | +5.6% |
| 30D | -4.3% | +7.1% | -11.3% | -6.7% |
| 3M | +6.0% | -13.2% | +19.2% | +10.2% |
| 6M | +13.2% | -22.8% | +36.0% | +21.8% |
| YTD | +46.7% | -38.0% | +84.7% | +67.7% |
| 1Y | +46.6% | -39.5% | +86.1% | +68.7% |
| 3Y | +69.6% | -12.2% | +81.7% | +64.2% |
| 5Y | +166.5% | +6.4% | +160.1% | +120.0% |
| All | +176.5% | -12.8% | +189.3% | +147.8% |
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 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