+12.3%
XLI vs LVS
-31.5%
+43.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -1.6% |
| 7D | +0.6% | +13.4% | -12.8% | -0.5% |
| 30D | -0.4% | +12.2% | -12.6% | -1.4% |
| 3M | -8.8% | -10.7% | +1.9% | -8.2% |
| 6M | -0.4% | -19.8% | +19.5% | +1.2% |
| YTD | +10.1% | -35.8% | +45.9% | +13.1% |
| 1Y | +12.3% | -31.8% | +44.1% | +14.4% |
| All | +12.3% | -31.5% | +43.8% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling