+42.8%
LVS vs PBF
+303.9%
-261.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -1.5% | +4.3% | -5.8% | -2.3% |
| 30D | -3.2% | +22.0% | -25.2% | -7.2% |
| 3M | -12.0% | +74.5% | -86.5% | -22.1% |
| 6M | -19.9% | +67.7% | -87.6% | -29.7% |
| YTD | -30.6% | +179.2% | -209.8% | -45.8% |
| 1Y | -17.7% | +170.0% | -187.7% | -35.9% |
| 3Y | -14.2% | +66.4% | -80.6% | -29.4% |
| 5Y | +9.6% | +764.5% | -754.9% | -42.0% |
| 10Y | +5.7% | +358.5% | -352.8% | -47.9% |
| All | +42.8% | +303.9% | -261.0% | -29.3% |
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