+55.0%
XOP vs LVS
0.0%
+55.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.6% | -3.5% | +6.1% | +4.1% |
| 30D | +9.6% | -6.2% | +15.8% | +12.3% |
| 3M | +20.4% | -14.8% | +35.2% | +28.0% |
| 6M | +19.9% | -20.9% | +40.8% | +30.0% |
| YTD | +56.4% | -33.0% | +89.4% | +80.6% |
| 1Y | +52.4% | -20.0% | +72.5% | +60.8% |
| 3Y | +39.9% | -6.9% | +46.8% | +31.8% |
| 5Y | +163.7% | +9.1% | +154.6% | +106.2% |
| All | +55.0% | 0.0% | +55.0% | +33.3% |
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