+782.8%
PH vs LVS
-0.5%
+783.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -3.1% | -4.3% | +1.2% | -1.4% |
| 30D | -11.8% | -6.8% | -5.0% | -9.4% |
| 3M | +6.9% | -15.6% | +22.5% | +13.8% |
| 6M | -1.3% | -20.6% | +19.3% | +7.0% |
| YTD | +7.0% | -33.4% | +40.4% | +23.2% |
| 1Y | +23.1% | -20.1% | +43.2% | +30.3% |
| 3Y | +135.4% | -7.4% | +142.8% | +126.2% |
| 5Y | +250.3% | +8.5% | +241.8% | +187.2% |
| All | +782.8% | -0.5% | +783.3% | +669.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling