+39.7%
LVS vs PEG
+665.7%
-625.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.0% |
| 7D | -0.8% | +4.5% | -5.3% | -2.8% |
| 30D | +10.0% | +7.5% | +2.5% | +6.3% |
| 3M | -11.0% | +0.8% | -11.9% | -11.6% |
| 6M | -20.1% | 0.0% | -20.2% | -20.7% |
| YTD | -36.3% | -3.0% | -33.3% | -36.3% |
| 1Y | -36.8% | -4.7% | -32.1% | -36.3% |
| 3Y | -9.5% | +36.5% | -46.0% | -24.2% |
| 5Y | +9.3% | +44.4% | -35.1% | -12.9% |
| 10Y | -11.0% | +170.2% | -181.2% | -50.3% |
| All | +39.7% | +665.7% | -625.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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