+604.3%
PAYX vs LVS
+62.5%
+541.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -7.9% | -4.3% | -3.6% | -7.4% |
| 30D | -5.0% | -6.8% | +1.8% | -4.2% |
| 3M | +15.1% | -15.6% | +30.7% | +17.7% |
| 6M | +23.9% | -20.6% | +44.5% | +27.6% |
| YTD | +6.2% | -33.4% | +39.6% | +11.6% |
| 1Y | -9.6% | -20.1% | +10.5% | -7.7% |
| 3Y | +5.8% | -7.4% | +13.2% | +4.7% |
| 5Y | +22.0% | +8.5% | +13.5% | +15.1% |
| 10Y | +165.1% | -1.7% | +166.7% | +148.2% |
| All | +604.3% | +62.5% | +541.8% | +433.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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