+80.4%
XLI vs LVS
+3.5%
+76.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -2.3% | -4.3% | +2.0% | -1.5% |
| 30D | -8.2% | -6.8% | -1.3% | -7.0% |
| 3M | +0.8% | -15.6% | +16.4% | +3.7% |
| 6M | +0.8% | -20.6% | +21.4% | +4.7% |
| YTD | +10.5% | -33.4% | +43.9% | +18.2% |
| 1Y | +14.1% | -20.1% | +34.3% | +17.4% |
| 3Y | +68.6% | -7.4% | +76.0% | +64.5% |
| 5Y | +80.4% | +8.5% | +71.9% | +66.5% |
| All | +80.4% | +3.5% | +76.9% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling