+47.0%
LVS vs PBR
+992.9%
-945.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.9% |
| 7D | -3.5% | +5.4% | -8.8% | -5.4% |
| 30D | -6.2% | +22.9% | -29.1% | -13.5% |
| 3M | -14.8% | +19.6% | -34.5% | -21.0% |
| 6M | -20.9% | +16.5% | -37.3% | -26.6% |
| YTD | -33.0% | +86.7% | -119.7% | -48.5% |
| 1Y | -20.0% | +74.7% | -94.7% | -37.2% |
| 3Y | -6.9% | +102.6% | -109.5% | -33.0% |
| 5Y | +9.1% | +566.6% | -557.5% | -54.6% |
| 10Y | -1.1% | +686.1% | -687.2% | -70.2% |
| All | +47.0% | +992.9% | -945.9% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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