-20.2%
PFE vs LVS
+3.8%
-24.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.5% |
| 7D | -4.7% | +5.2% | -9.9% | -5.0% |
| 30D | +3.4% | +12.0% | -8.6% | +2.5% |
| 3M | +9.2% | -11.5% | +20.7% | +10.1% |
| 6M | +15.8% | -23.2% | +39.1% | +17.7% |
| YTD | +23.4% | -36.7% | +60.1% | +26.8% |
| 1Y | +25.8% | -36.8% | +62.6% | +29.3% |
| 3Y | +17.8% | -10.5% | +28.4% | +17.0% |
| 5Y | -20.2% | +5.1% | -25.3% | -20.2% |
| All | -20.2% | +3.8% | -24.0% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling