+46.0%
XOM vs LVS
-18.2%
+64.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +1.8% | -1.5% | +3.2% | +1.7% |
| 30D | +5.9% | -3.2% | +9.1% | +5.7% |
| 3M | +5.6% | -12.0% | +17.5% | +5.0% |
| 6M | +7.9% | -19.9% | +27.8% | +7.0% |
| YTD | +35.2% | -30.6% | +65.8% | +34.1% |
| 1Y | +46.0% | -17.7% | +63.7% | +43.5% |
| All | +46.0% | -18.2% | +64.2% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling