+42.0%
XLP vs LVS
+1.5%
+40.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +0.7% | +11.1% | -10.3% | -0.1% |
| 30D | +10.3% | +14.7% | -4.4% | +9.0% |
| 3M | +6.5% | -10.9% | +17.5% | +7.5% |
| 6M | +8.4% | -22.3% | +30.7% | +10.4% |
| YTD | +18.2% | -35.8% | +54.0% | +22.0% |
| 1Y | +22.4% | -33.5% | +55.9% | +26.0% |
| 3Y | +41.9% | -11.7% | +53.6% | +40.6% |
| All | +42.0% | +1.5% | +40.5% | +39.3% |
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 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