+27.6%
LVS vs PBF
+287.3%
-259.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -2.7% |
| 7D | -3.9% | +4.3% | -8.2% | -4.8% |
| 30D | +7.1% | -21.8% | +28.9% | +11.6% |
| 3M | -13.2% | +1.7% | -14.9% | -14.6% |
| 6M | -22.8% | +69.8% | -92.6% | -32.2% |
| YTD | -38.0% | +167.7% | -205.8% | -51.6% |
| 1Y | -39.5% | +89.0% | -128.4% | -49.4% |
| 3Y | -12.2% | +78.8% | -91.0% | -29.3% |
| 5Y | +6.4% | +415.4% | -409.0% | -37.0% |
| 10Y | -13.3% | +263.1% | -276.4% | -55.6% |
| All | +27.6% | +287.3% | -259.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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