+52.3%
LVS vs PHM
+398.6%
-346.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.5% | -3.2% | +1.7% | 0.0% |
| 30D | -3.2% | -6.4% | +3.2% | -0.2% |
| 3M | -12.0% | +5.5% | -17.5% | -15.0% |
| 6M | -19.9% | -5.4% | -14.5% | -19.0% |
| YTD | -30.6% | +6.6% | -37.2% | -34.4% |
| 1Y | -17.7% | -8.8% | -8.9% | -16.7% |
| 3Y | -14.2% | +54.1% | -68.3% | -36.0% |
| 5Y | +9.6% | +144.5% | -134.8% | -37.1% |
| 10Y | +5.7% | +569.4% | -563.8% | -69.1% |
| All | +52.3% | +398.6% | -346.3% | -67.0% |
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