+361.6%
PSX vs LVS
-10.5%
+372.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.2% |
| 7D | +7.8% | -0.8% | +8.6% | +8.0% |
| 30D | -10.9% | +10.0% | -20.9% | -14.4% |
| 3M | +14.5% | -11.0% | +25.5% | +18.7% |
| 6M | +56.1% | -20.1% | +76.3% | +67.9% |
| YTD | +109.6% | -36.3% | +145.9% | +142.4% |
| 1Y | +95.5% | -36.8% | +132.4% | +126.6% |
| 3Y | +156.2% | -9.5% | +165.7% | +147.4% |
| 5Y | +310.0% | +9.3% | +300.7% | +230.6% |
| All | +361.6% | -10.5% | +372.1% | +305.6% |
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 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