-4.3%
PEP vs LVS
-23.3%
+19.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.6% |
| 7D | -0.3% | -3.9% | +3.6% | +0.7% |
| 30D | +11.8% | +7.1% | +4.7% | +9.8% |
| 3M | +3.7% | -13.2% | +16.9% | +6.6% |
| 6M | -4.3% | -22.8% | +18.5% | -2.7% |
| All | -4.3% | -23.3% | +19.0% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling