+153.3%
XOP vs LVS
+8.6%
+144.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.6% | -3.5% | +6.1% | +3.5% |
| 30D | +9.6% | -6.2% | +15.8% | +11.2% |
| 3M | +20.4% | -14.8% | +35.2% | +24.8% |
| 6M | +19.9% | -20.9% | +40.8% | +25.9% |
| YTD | +56.4% | -33.0% | +89.4% | +70.8% |
| 1Y | +52.4% | -20.0% | +72.5% | +57.5% |
| 3Y | +39.9% | -6.9% | +46.8% | +34.3% |
| All | +153.3% | +8.6% | +144.7% | +124.3% |
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 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