+32.8%
PM vs LVS
-37.7%
+70.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.2% |
| 7D | +0.5% | -0.8% | +1.4% | +0.5% |
| 30D | -3.2% | +10.0% | -13.2% | -3.0% |
| 3M | +6.2% | -11.0% | +17.3% | +5.7% |
| 6M | +7.7% | -20.1% | +27.8% | +6.1% |
| YTD | +27.3% | -36.3% | +63.6% | +27.4% |
| 1Y | +32.8% | -36.8% | +69.6% | +32.8% |
| All | +32.8% | -37.7% | +70.4% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling