+42.8%
XLP vs LVS
-11.5%
+54.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -0.2% | -3.9% | +3.7% | +0.2% |
| 30D | +8.2% | +7.1% | +1.1% | +7.5% |
| 3M | +7.7% | -13.2% | +20.9% | +9.0% |
| 6M | +9.3% | -22.8% | +32.1% | +11.5% |
| YTD | +19.5% | -38.0% | +57.5% | +23.9% |
| 1Y | +21.0% | -39.5% | +60.5% | +25.7% |
| All | +42.8% | -11.5% | +54.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling