-33.5%
LVS vs PCOR
-2.3%
-31.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +11.1% | +22.7% | -11.7% | +6.4% |
| 30D | +14.7% | +37.5% | -22.8% | +7.5% |
| 3M | -10.9% | +35.2% | -46.1% | -16.7% |
| 6M | -22.3% | +42.2% | -64.6% | -28.6% |
| YTD | -35.8% | +3.6% | -39.4% | -35.7% |
| 1Y | -33.5% | -4.8% | -28.7% | -30.9% |
| All | -33.5% | -2.3% | -31.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling