+638.0%
XYZ vs LVS
-12.6%
+650.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.3% |
| 7D | +14.9% | +5.2% | +9.7% | +12.1% |
| 30D | +14.7% | +12.0% | +2.7% | +8.0% |
| 3M | +12.1% | -11.5% | +23.6% | +19.6% |
| 6M | +18.3% | -23.2% | +41.6% | +35.8% |
| YTD | +36.1% | -36.7% | +72.7% | +71.4% |
| 1Y | +35.3% | -36.8% | +72.1% | +70.3% |
| 3Y | +73.5% | -10.5% | +84.0% | +71.3% |
| 5Y | -61.6% | +5.1% | -66.7% | -66.3% |
| 10Y | +638.0% | -14.0% | +652.0% | +553.0% |
| All | +638.0% | -12.6% | +650.6% | +553.0% |
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