+2,620.7%
PH vs LVS
+69.2%
+2,551.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | -3.2% | -3.2% | 0.0% | -2.6% |
| 3M | +10.6% | -12.0% | +22.6% | +13.5% |
| 6M | -2.1% | -19.9% | +17.8% | +2.4% |
| YTD | +10.2% | -30.6% | +40.8% | +18.4% |
| 1Y | +28.2% | -17.7% | +46.0% | +32.0% |
| 3Y | +134.9% | -14.2% | +149.1% | +136.4% |
| 5Y | +253.6% | +9.6% | +244.0% | +225.2% |
| 10Y | +804.7% | +5.7% | +799.1% | +736.6% |
| All | +2,620.7% | +69.2% | +2,551.5% | +1,913.8% |
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