+73.0%
XLF vs LVS
-8.3%
+81.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -2.9% | -4.3% | +1.4% | -2.2% |
| 30D | -1.6% | -6.8% | +5.2% | -0.5% |
| 3M | +9.3% | -15.6% | +24.9% | +12.3% |
| 6M | +14.6% | -20.6% | +35.2% | +18.8% |
| YTD | +4.7% | -33.4% | +38.1% | +11.7% |
| 1Y | +8.6% | -20.1% | +28.8% | +11.5% |
| All | +73.0% | -8.3% | +81.4% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling