+826.4%
PM vs LVS
-8.7%
+835.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -6.6% | +6.7% | -13.3% | -7.2% |
| 30D | -3.4% | +13.8% | -17.2% | -4.6% |
| 3M | +5.3% | -9.5% | +14.8% | +6.2% |
| 6M | +15.5% | -22.0% | +37.5% | +17.9% |
| YTD | +24.3% | -35.7% | +59.9% | +28.6% |
| 1Y | +29.7% | -36.7% | +66.4% | +34.4% |
| 3Y | +144.9% | -8.8% | +153.8% | +142.8% |
| 5Y | +159.0% | +9.5% | +149.5% | +148.3% |
| 10Y | +250.9% | -10.9% | +261.8% | +236.0% |
| All | +826.4% | -8.7% | +835.1% | +796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling