+2,606.8%
PH vs LVS
+55.3%
+2,551.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.6% |
| 7D | +4.3% | -0.8% | +5.2% | +4.5% |
| 30D | +0.1% | +10.0% | -9.9% | -2.1% |
| 3M | -9.4% | -11.0% | +1.7% | -7.2% |
| 6M | +8.8% | -20.1% | +28.9% | +13.8% |
| YTD | +9.6% | -36.3% | +46.0% | +19.9% |
| 1Y | +14.4% | -36.8% | +51.3% | +25.4% |
| 3Y | +134.5% | -9.5% | +144.1% | +132.9% |
| 5Y | +204.4% | +9.3% | +195.1% | +181.1% |
| 10Y | +697.3% | -11.0% | +708.2% | +662.4% |
| All | +2,606.8% | +55.3% | +2,551.5% | +1,938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling