-63.9%
XYZ vs LVS
+1.5%
-65.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +12.1% | +11.1% | +1.1% | +5.7% |
| 30D | +12.4% | +14.7% | -2.3% | +3.8% |
| 3M | +8.2% | -10.9% | +19.1% | +15.7% |
| 6M | +20.7% | -22.3% | +43.0% | +39.3% |
| YTD | +31.3% | -35.8% | +67.1% | +67.7% |
| 1Y | +20.5% | -33.5% | +54.0% | +49.8% |
| 3Y | +72.6% | -11.7% | +84.3% | +68.6% |
| All | -63.9% | +1.5% | -65.4% | -72.2% |
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