+376.3%
PSX vs LVS
-0.5%
+376.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +1.5% | -4.3% | +5.8% | +3.2% |
| 30D | +15.8% | -6.8% | +22.7% | +18.7% |
| 3M | +43.0% | -15.6% | +58.6% | +51.8% |
| 6M | +61.1% | -20.6% | +81.7% | +73.7% |
| YTD | +104.5% | -33.4% | +137.9% | +133.9% |
| 1Y | +102.5% | -20.1% | +122.7% | +113.6% |
| 3Y | +133.5% | -7.4% | +140.9% | +124.5% |
| 5Y | +367.0% | +8.5% | +358.5% | +279.8% |
| All | +376.3% | -0.5% | +376.9% | +309.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling