+251.1%
PH vs LVS
+5.2%
+245.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.7% |
| 30D | -10.3% | -4.7% | -5.6% | -9.2% |
| 3M | +5.1% | -15.6% | +20.6% | +9.7% |
| 6M | +2.3% | -18.6% | +20.9% | +7.4% |
| YTD | +8.7% | -32.3% | +41.0% | +19.5% |
| 1Y | +26.8% | -18.0% | +44.8% | +30.9% |
| 3Y | +139.2% | -5.8% | +145.0% | +129.7% |
| 5Y | +251.1% | +5.7% | +245.4% | +219.0% |
| All | +251.1% | +5.2% | +245.9% | +219.0% |
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 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