+50.9%
LVS vs PEG
+642.3%
-591.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +0.3% | +1.0% | -0.7% | -0.2% |
| 30D | -3.9% | -1.9% | -2.0% | -3.1% |
| 3M | -12.9% | -3.7% | -9.2% | -11.5% |
| 6M | -16.9% | -9.4% | -7.5% | -13.8% |
| YTD | -31.2% | -6.0% | -25.3% | -30.1% |
| 1Y | -16.4% | -4.4% | -12.0% | -15.9% |
| 3Y | -4.4% | +33.5% | -38.0% | -19.1% |
| 5Y | +6.7% | +35.7% | -29.1% | -12.4% |
| 10Y | +1.4% | +140.4% | -139.0% | -40.0% |
| All | +50.9% | +642.3% | -591.4% | -40.5% |
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