+136.8%
XLP vs LVS
-12.1%
+148.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -0.5% | -1.3% | +0.7% | -0.4% |
| 30D | +8.3% | +12.2% | -3.9% | +6.9% |
| 3M | +8.7% | -11.3% | +20.0% | +10.1% |
| 6M | +11.2% | -21.6% | +32.8% | +14.0% |
| YTD | +20.0% | -36.6% | +56.6% | +25.6% |
| 1Y | +21.3% | -38.4% | +59.7% | +27.4% |
| 3Y | +43.8% | -10.2% | +54.0% | +42.4% |
| 5Y | +43.3% | +9.4% | +33.9% | +35.1% |
| 10Y | +136.8% | -11.3% | +148.1% | +123.6% |
| All | +136.8% | -12.1% | +148.8% | +123.6% |
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