+44.0%
XLP vs LVS
+8.6%
+35.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.2% |
| 7D | +2.5% | -0.8% | +3.4% | +2.6% |
| 30D | +7.3% | +10.0% | -2.7% | +6.4% |
| 3M | +8.1% | -11.0% | +19.1% | +9.1% |
| 6M | +10.5% | -20.1% | +30.6% | +12.3% |
| YTD | +21.2% | -36.3% | +57.5% | +25.2% |
| 1Y | +22.7% | -36.8% | +59.6% | +26.9% |
| 3Y | +44.8% | -9.5% | +54.3% | +43.2% |
| All | +44.0% | +8.6% | +35.4% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling