+96.9%
PSX vs LVS
-31.5%
+128.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.0% | -4.4% |
| 7D | -5.2% | +13.4% | -18.6% | -5.2% |
| 30D | -3.7% | +12.2% | -15.9% | -3.8% |
| 3M | +26.8% | -10.7% | +37.5% | +27.3% |
| 6M | +47.3% | -19.8% | +67.1% | +48.2% |
| YTD | +105.4% | -35.8% | +141.2% | +108.6% |
| 1Y | +96.9% | -31.8% | +128.7% | +96.6% |
| All | +96.9% | -31.5% | +128.4% | +96.6% |
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 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