+52.3%
LVS vs PTC
+848.0%
-795.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +2.7% |
| 7D | -1.5% | -10.3% | +8.8% | +3.8% |
| 30D | -3.2% | +1.1% | -4.4% | -4.5% |
| 3M | -12.0% | +1.6% | -13.6% | -14.4% |
| 6M | -19.9% | -13.5% | -6.4% | -15.8% |
| YTD | -30.6% | -19.1% | -11.6% | -24.8% |
| 1Y | -17.7% | -33.9% | +16.1% | -1.6% |
| 3Y | -14.2% | -3.9% | -10.3% | -18.2% |
| 5Y | +9.6% | +6.0% | +3.6% | -2.6% |
| 10Y | +5.7% | +223.7% | -218.1% | -54.7% |
| All | +52.3% | +848.0% | -795.8% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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