-31.8%
LVS vs PHM
+16.2%
-48.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.2% | -0.7% | +5.2% |
| 7D | +13.4% | +13.6% | -0.2% | +11.1% |
| 30D | +12.2% | +19.3% | -7.1% | +9.1% |
| 3M | -10.7% | +3.5% | -14.2% | -11.6% |
| 6M | -19.8% | +18.6% | -38.4% | -22.0% |
| YTD | -35.8% | +16.7% | -52.5% | -37.7% |
| 1Y | -31.8% | +14.6% | -46.4% | -33.6% |
| All | -31.8% | +16.2% | -48.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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