+48.8%
PFE vs LVS
-10.5%
+59.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +0.3% | +10.0% | -9.6% | -0.8% |
| 3M | +9.4% | -11.0% | +20.4% | +10.8% |
| 6M | +14.9% | -20.1% | +35.0% | +17.8% |
| YTD | +23.8% | -36.3% | +60.1% | +30.0% |
| 1Y | +19.5% | -36.8% | +56.4% | +25.7% |
| 3Y | +21.0% | -9.5% | +30.6% | +20.0% |
| 5Y | -23.9% | +9.3% | -33.2% | -28.0% |
| All | +48.8% | -10.5% | +59.3% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling