+248.8%
XLF vs LVS
0.0%
+248.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -1.5% | -3.5% | +2.0% | -0.5% |
| 30D | -1.2% | -6.2% | +5.1% | +0.6% |
| 3M | +9.2% | -14.8% | +24.0% | +14.0% |
| 6M | +16.3% | -20.9% | +37.2% | +23.5% |
| YTD | +5.4% | -33.0% | +38.5% | +16.8% |
| 1Y | +7.6% | -20.0% | +27.6% | +12.3% |
| 3Y | +74.2% | -6.9% | +81.1% | +68.4% |
| 5Y | +66.1% | +9.1% | +57.0% | +42.7% |
| All | +248.8% | 0.0% | +248.8% | +209.9% |
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