+124.3%
PM vs LVS
-6.1%
+130.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -2.6% | -3.9% | +1.4% | -2.5% |
| 3M | +5.8% | -12.9% | +18.6% | +6.0% |
| 6M | +10.6% | -16.9% | +27.5% | +10.7% |
| YTD | +17.2% | -31.2% | +48.4% | +18.2% |
| 1Y | +17.6% | -16.4% | +34.0% | +17.8% |
| 3Y | +124.3% | -4.4% | +128.7% | +122.2% |
| All | +124.3% | -6.1% | +130.3% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling