+741.2%
XLI vs LVS
+67.7%
+673.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -5.8% | -3.9% | -1.9% | -5.2% |
| 3M | +0.7% | -12.9% | +13.6% | +3.0% |
| 6M | +3.2% | -16.9% | +20.1% | +6.2% |
| YTD | +13.0% | -31.2% | +44.3% | +19.9% |
| 1Y | +16.8% | -16.4% | +33.2% | +19.2% |
| 3Y | +72.4% | -4.4% | +76.8% | +69.4% |
| 5Y | +82.8% | +6.7% | +76.1% | +70.5% |
| 10Y | +252.4% | +1.4% | +251.0% | +224.3% |
| All | +741.2% | +67.7% | +673.5% | +497.8% |
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