+34.1%
XLP vs LVS
+8.8%
+25.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | -1.5% | +0.5% | -0.9% |
| 30D | -0.9% | -3.2% | +2.3% | -0.6% |
| 3M | +3.8% | -12.0% | +15.8% | +4.8% |
| 6M | -1.7% | -19.9% | +18.2% | -0.2% |
| YTD | +10.3% | -30.6% | +40.9% | +13.1% |
| 1Y | +7.8% | -17.7% | +25.5% | +8.9% |
| 3Y | +27.2% | -14.2% | +41.4% | +26.3% |
| All | +34.1% | +8.8% | +25.3% | +29.1% |
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 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