+192.9%
XOM vs LVS
0.0%
+192.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | +4.1% | -3.5% | +7.6% | +5.0% |
| 30D | +4.6% | -6.2% | +10.8% | +6.2% |
| 3M | +14.0% | -14.8% | +28.8% | +18.5% |
| 6M | +11.0% | -20.9% | +31.8% | +17.0% |
| YTD | +40.7% | -33.0% | +73.7% | +54.4% |
| 1Y | +52.3% | -20.0% | +72.3% | +57.7% |
| 3Y | +60.5% | -6.9% | +67.4% | +54.3% |
| 5Y | +266.4% | +9.1% | +257.3% | +212.3% |
| All | +192.9% | 0.0% | +192.9% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling