+747.1%
XLY vs LVS
+63.3%
+683.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | -3.5% | +1.8% | -1.0% |
| 30D | -4.2% | -6.2% | +2.1% | -3.0% |
| 3M | -2.7% | -14.8% | +12.2% | +0.2% |
| 6M | -0.6% | -20.9% | +20.2% | +3.6% |
| YTD | -5.0% | -33.0% | +28.0% | +1.8% |
| 1Y | -4.1% | -20.0% | +15.9% | -1.0% |
| 3Y | +33.6% | -6.9% | +40.5% | +32.2% |
| 5Y | +28.7% | +9.1% | +19.6% | +20.5% |
| 10Y | +219.6% | -1.1% | +220.7% | +195.4% |
| All | +747.1% | +63.3% | +683.7% | +490.9% |
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