+46.2%
LVS vs PNR
+195.3%
-149.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.7% |
| 7D | -4.3% | -5.5% | +1.2% | -0.4% |
| 30D | -6.8% | -15.6% | +8.7% | +4.8% |
| 3M | -15.6% | -20.2% | +4.6% | -3.4% |
| 6M | -20.6% | -36.6% | +16.0% | +5.9% |
| YTD | -33.4% | -45.0% | +11.6% | -2.9% |
| 1Y | -20.1% | -47.4% | +27.3% | +19.9% |
| 3Y | -7.4% | -13.7% | +6.3% | -7.7% |
| 5Y | +8.5% | -20.8% | +29.3% | +9.7% |
| 10Y | -1.7% | +65.2% | -66.8% | -50.9% |
| All | +46.2% | +195.3% | -149.1% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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