+541.3%
XLP vs LVS
+69.2%
+472.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 1Y | +7.8% | -17.7% | +25.5% | +8.9% |
| 3Y | +27.2% | -14.2% | +41.4% | +27.1% |
| 5Y | +32.5% | +9.6% | +22.9% | +27.9% |
| 10Y | +101.8% | +5.7% | +96.1% | +91.8% |
| All | +541.3% | +69.2% | +472.1% | +450.8% |
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