+587.5%
XLP vs LVS
+56.6%
+530.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | +6.5% | -10.9% | +17.5% | +7.4% |
| 6M | +8.4% | -22.3% | +30.7% | +10.4% |
| YTD | +18.2% | -35.8% | +54.0% | +21.8% |
| 1Y | +22.4% | -33.5% | +55.9% | +25.8% |
| 3Y | +41.9% | -11.7% | +53.6% | +41.5% |
| 5Y | +40.9% | +2.6% | +38.2% | +36.8% |
| 10Y | +128.4% | -11.9% | +140.2% | +119.9% |
| All | +587.5% | +56.6% | +530.9% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling