+39.7%
LVS vs PHM
+410.0%
-370.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.8% | -4.1% | +3.3% | +1.1% |
| 30D | +10.0% | +16.1% | -6.2% | +2.1% |
| 3M | -11.0% | -2.5% | -8.5% | -10.4% |
| 6M | -20.1% | +12.9% | -33.1% | -25.9% |
| YTD | -36.3% | +9.0% | -45.4% | -40.8% |
| 1Y | -36.8% | +8.2% | -45.0% | -41.2% |
| 3Y | -9.5% | +58.4% | -68.0% | -33.3% |
| 5Y | +9.3% | +159.2% | -149.9% | -39.2% |
| 10Y | -11.0% | +676.9% | -687.8% | -75.9% |
| All | +39.7% | +410.0% | -370.2% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling