+547.2%
XLE vs LVS
+69.2%
+478.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | +11.8% | -3.2% | +15.0% | +12.4% |
| 3M | +9.8% | -12.0% | +21.8% | +12.4% |
| 6M | +15.6% | -19.9% | +35.5% | +20.0% |
| YTD | +45.3% | -30.6% | +75.9% | +54.7% |
| 1Y | +48.3% | -17.7% | +66.1% | +51.8% |
| 3Y | +55.4% | -14.2% | +69.7% | +55.1% |
| 5Y | +216.1% | +9.6% | +206.5% | +189.3% |
| 10Y | +178.4% | +5.7% | +172.7% | +155.0% |
| All | +547.2% | +69.2% | +478.0% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling