+548.0%
XLU vs LVS
+62.5%
+485.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -1.2% | -4.3% | +3.1% | -0.9% |
| 30D | -2.5% | -6.8% | +4.3% | -2.1% |
| 3M | -2.7% | -15.6% | +12.9% | -1.6% |
| 6M | -7.5% | -20.6% | +13.1% | -6.1% |
| YTD | +0.9% | -33.4% | +34.3% | +3.6% |
| 1Y | +3.3% | -20.1% | +23.4% | +4.5% |
| 3Y | +47.3% | -7.4% | +54.7% | +46.4% |
| 5Y | +44.4% | +8.5% | +35.9% | +39.6% |
| 10Y | +140.8% | -1.7% | +142.5% | +129.9% |
| All | +548.0% | +62.5% | +485.5% | +467.1% |
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 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