+24.3%
XLP vs LVS
-31.5%
+55.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.1% | +2.7% |
| 7D | +5.9% | +13.4% | -7.5% | +4.7% |
| 30D | +13.5% | +12.2% | +1.3% | +12.2% |
| 3M | +8.4% | -10.7% | +19.2% | +9.0% |
| 6M | +11.5% | -19.8% | +31.4% | +12.5% |
| YTD | +20.6% | -35.8% | +56.4% | +23.2% |
| 1Y | +24.3% | -31.8% | +56.1% | +25.2% |
| All | +24.3% | -31.5% | +55.8% | +25.2% |
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 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