+253.9%
XLI vs LVS
0.0%
+253.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -1.7% | -3.5% | +1.8% | -0.7% |
| 30D | -7.3% | -6.2% | -1.0% | -5.8% |
| 3M | -1.3% | -14.8% | +13.5% | +2.6% |
| 6M | +2.2% | -20.9% | +23.1% | +8.1% |
| YTD | +11.7% | -33.0% | +44.8% | +22.9% |
| 1Y | +14.3% | -20.0% | +34.3% | +18.9% |
| 3Y | +70.3% | -6.9% | +77.3% | +65.3% |
| 5Y | +82.3% | +9.1% | +73.2% | +58.8% |
| All | +253.9% | 0.0% | +253.9% | +214.2% |
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 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