+82.5%
XOP vs LVS
+3.7%
+78.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.6% | -1.5% | +4.1% | +2.9% |
| 30D | +15.4% | -3.2% | +18.7% | +16.3% |
| 3M | +12.1% | -12.0% | +24.0% | +15.5% |
| 6M | +19.7% | -19.9% | +39.6% | +25.7% |
| YTD | +52.4% | -30.6% | +83.0% | +65.5% |
| 1Y | +47.6% | -17.7% | +65.3% | +52.1% |
| 3Y | +34.4% | -14.2% | +48.6% | +34.1% |
| 5Y | +154.4% | +9.6% | +144.8% | +127.6% |
| 10Y | +54.7% | +5.7% | +49.0% | +40.9% |
| All | +82.5% | +3.7% | +78.9% | +23.3% |
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 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