+52.6%
XOM vs LVS
-31.5%
+84.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.5% | -11.1% | -3.7% |
| 7D | -7.0% | +13.4% | -20.4% | -5.5% |
| 30D | +3.2% | +12.2% | -9.0% | +4.8% |
| 3M | +10.7% | -10.7% | +21.4% | +10.2% |
| 6M | +11.6% | -19.8% | +31.4% | +10.3% |
| YTD | +43.5% | -35.8% | +79.3% | +41.0% |
| 1Y | +52.6% | -31.8% | +84.4% | +48.7% |
| All | +52.6% | -31.5% | +84.1% | +48.7% |
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