+135.4%
XLP vs LVS
-13.0%
+148.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.3% | +6.7% | -4.4% | +1.6% |
| 30D | +9.1% | +13.8% | -4.7% | +7.5% |
| 3M | +7.9% | -9.5% | +17.3% | +9.0% |
| 6M | +9.6% | -22.0% | +31.6% | +12.5% |
| YTD | +19.4% | -35.7% | +55.1% | +24.8% |
| 1Y | +22.4% | -36.7% | +59.0% | +28.1% |
| 3Y | +43.2% | -8.8% | +52.0% | +41.6% |
| 5Y | +42.6% | +9.5% | +33.0% | +34.5% |
| 10Y | +135.4% | -10.9% | +146.3% | +122.1% |
| All | +135.4% | -13.0% | +148.4% | +122.1% |
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