+256.0%
XLF vs LVS
+65.2%
+190.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -1.0% | -2.7% | +1.7% | -0.4% |
| 30D | -1.3% | -4.7% | +3.4% | -0.2% |
| 3M | +9.1% | -15.6% | +24.7% | +13.5% |
| 6M | +14.4% | -18.6% | +33.0% | +19.6% |
| YTD | +5.1% | -32.3% | +37.3% | +14.3% |
| 1Y | +8.6% | -18.0% | +26.7% | +12.1% |
| 3Y | +74.4% | -5.8% | +80.3% | +70.3% |
| 5Y | +64.4% | +5.7% | +58.6% | +48.6% |
| 10Y | +251.6% | 0.0% | +251.6% | +211.2% |
| All | +256.0% | +65.2% | +190.7% | +139.1% |
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