+2,221.0%
XLK vs LVS
+65.2%
+2,155.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +2.3% | -2.7% | +5.0% | +2.8% |
| 30D | +0.8% | -4.7% | +5.5% | +1.5% |
| 3M | +4.1% | -15.6% | +19.6% | +6.6% |
| 6M | +34.8% | -18.6% | +53.4% | +38.8% |
| YTD | +30.8% | -32.3% | +63.1% | +38.3% |
| 1Y | +42.4% | -18.0% | +60.4% | +45.6% |
| 3Y | +121.8% | -5.8% | +127.6% | +119.4% |
| 5Y | +146.6% | +5.7% | +140.9% | +134.3% |
| 10Y | +804.3% | 0.0% | +804.2% | +748.7% |
| All | +2,221.0% | +65.2% | +2,155.8% | +1,792.4% |
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 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