+150.2%
XLE vs LVS
+3.8%
+146.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -7.9% | +5.2% | -13.1% | -8.7% |
| 30D | -4.8% | +12.0% | -16.8% | -6.8% |
| 3M | +8.4% | -11.5% | +19.9% | +10.4% |
| 6M | +12.7% | -23.2% | +35.9% | +17.5% |
| YTD | +41.3% | -36.7% | +78.0% | +51.9% |
| 1Y | +42.3% | -36.8% | +79.1% | +52.9% |
| 3Y | +65.1% | -10.5% | +75.6% | +60.7% |
| 5Y | +150.2% | +5.1% | +145.1% | +129.2% |
| All | +150.2% | +3.8% | +146.4% | +129.2% |
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 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