+267.6%
PM vs LVS
-10.9%
+278.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -7.1% | -1.3% | -5.8% | -6.9% |
| 30D | -2.8% | +12.2% | -15.0% | -4.4% |
| 3M | +6.3% | -11.3% | +17.6% | +8.0% |
| 6M | +9.6% | -21.6% | +31.3% | +13.1% |
| YTD | +25.6% | -36.6% | +62.2% | +32.9% |
| 1Y | +29.7% | -38.4% | +68.0% | +37.8% |
| 3Y | +147.6% | -10.2% | +157.7% | +143.3% |
| 5Y | +160.1% | +9.4% | +150.7% | +138.6% |
| All | +267.6% | -10.9% | +278.5% | +239.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling