+225.7%
XLE vs LVS
+4.5%
+221.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +12.6% | -3.9% | +16.6% | +13.3% |
| 3M | +11.8% | -12.9% | +24.7% | +14.4% |
| 6M | +16.1% | -16.9% | +33.0% | +19.3% |
| YTD | +46.9% | -31.2% | +78.1% | +55.9% |
| 1Y | +53.3% | -16.4% | +69.7% | +55.7% |
| 3Y | +54.9% | -4.4% | +59.3% | +49.5% |
| 5Y | +225.7% | +6.7% | +219.0% | +200.7% |
| All | +225.7% | +4.5% | +221.2% | +200.7% |
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