+255.6%
XOM vs LVS
+8.0%
+247.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +1.9% | -4.3% | +6.2% | +2.5% |
| 30D | +4.1% | -6.8% | +10.9% | +5.0% |
| 3M | +10.4% | -15.6% | +26.0% | +13.0% |
| 6M | +13.0% | -20.6% | +33.6% | +16.3% |
| YTD | +40.1% | -33.4% | +73.5% | +47.8% |
| 1Y | +51.1% | -20.1% | +71.3% | +54.0% |
| 3Y | +57.7% | -7.4% | +65.1% | +53.6% |
| All | +255.6% | +8.0% | +247.5% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling