+210.9%
PM vs LVS
0.0%
+210.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | +4.7% | -3.5% | +8.1% | +5.2% |
| 30D | +2.6% | -6.2% | +8.9% | +3.5% |
| 3M | +6.6% | -14.8% | +21.4% | +8.9% |
| 6M | +16.5% | -20.9% | +37.4% | +19.9% |
| YTD | +21.2% | -33.0% | +54.2% | +27.4% |
| 1Y | +17.9% | -20.0% | +37.9% | +20.4% |
| 3Y | +129.8% | -6.9% | +136.8% | +125.0% |
| 5Y | +133.0% | +9.1% | +123.9% | +114.0% |
| All | +210.9% | 0.0% | +210.9% | +180.0% |
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 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