+144.9%
PM vs LVS
-7.4%
+152.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -6.6% | +6.7% | -13.3% | -6.8% |
| 30D | -3.4% | +13.8% | -17.2% | -3.7% |
| 3M | +5.3% | -9.5% | +14.8% | +5.5% |
| 6M | +15.5% | -22.0% | +37.5% | +15.9% |
| YTD | +24.3% | -35.7% | +59.9% | +25.4% |
| 1Y | +29.7% | -36.7% | +66.4% | +31.0% |
| 3Y | +144.9% | -8.8% | +153.8% | +139.6% |
| All | +144.9% | -7.4% | +152.3% | +139.6% |
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