+10.4%
LVS vs PHM
+155.2%
-144.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.1% |
| 7D | -2.7% | -3.9% | +1.1% | -1.3% |
| 30D | -4.7% | -8.6% | +3.9% | -1.6% |
| 3M | -15.6% | -2.9% | -12.6% | -15.2% |
| 6M | -18.6% | -5.7% | -12.9% | -17.8% |
| YTD | -32.3% | +1.9% | -34.1% | -34.1% |
| 1Y | -18.0% | -12.3% | -5.7% | -15.7% |
| 3Y | -5.8% | +50.8% | -56.6% | -27.3% |
| All | +10.4% | +155.2% | -144.9% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling