+128.8%
XLP vs LVS
-12.6%
+141.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.1% |
| 7D | +0.1% | +5.2% | -5.1% | -0.5% |
| 30D | +8.9% | +12.0% | -3.1% | +7.5% |
| 3M | +7.5% | -11.5% | +19.0% | +8.9% |
| 6M | +9.4% | -23.2% | +32.7% | +12.5% |
| YTD | +19.3% | -36.7% | +55.9% | +24.9% |
| 1Y | +21.7% | -36.8% | +58.5% | +27.5% |
| 3Y | +44.0% | -10.5% | +54.5% | +42.6% |
| 5Y | +42.8% | +5.1% | +37.7% | +35.4% |
| 10Y | +128.8% | -14.0% | +142.7% | +115.7% |
| All | +128.8% | -12.6% | +141.4% | +115.7% |
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