+567.8%
XOM vs LVS
+65.2%
+502.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | 0.0% | -2.7% | +2.8% | +0.4% |
| 30D | +3.4% | -4.7% | +8.1% | +4.0% |
| 3M | +11.0% | -15.6% | +26.6% | +13.4% |
| 6M | +10.6% | -18.6% | +29.3% | +13.2% |
| YTD | +39.2% | -32.3% | +71.5% | +45.6% |
| 1Y | +52.7% | -18.0% | +70.7% | +55.2% |
| 3Y | +56.8% | -5.8% | +62.6% | +54.6% |
| 5Y | +261.8% | +5.7% | +256.1% | +242.7% |
| 10Y | +191.3% | 0.0% | +191.3% | +175.5% |
| All | +567.8% | +65.2% | +502.6% | +443.1% |
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