+533.2%
XYZ vs LVS
+29.6%
+503.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | -1.7% | -3.2% | +1.5% | -0.2% |
| 3M | +16.7% | -12.0% | +28.7% | +24.3% |
| 6M | +26.9% | -19.9% | +46.8% | +41.2% |
| YTD | +27.1% | -30.6% | +57.8% | +51.3% |
| 1Y | +9.3% | -17.7% | +27.0% | +17.2% |
| 3Y | +42.3% | -14.2% | +56.5% | +44.4% |
| 5Y | -69.3% | +9.6% | -78.9% | -73.7% |
| 10Y | +586.8% | +5.7% | +581.1% | +477.6% |
| All | +533.2% | +29.6% | +503.6% | +394.0% |
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 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