+101.6%
PSX vs LVS
-19.9%
+121.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +1.7% | -3.5% | +5.2% | +1.9% |
| 30D | +15.6% | -6.2% | +21.9% | +16.0% |
| 3M | +46.5% | -14.8% | +61.3% | +48.0% |
| 6M | +55.0% | -20.9% | +75.9% | +57.2% |
| YTD | +105.3% | -33.0% | +138.3% | +111.5% |
| 1Y | +101.6% | -20.0% | +121.6% | +101.9% |
| All | +101.6% | -19.9% | +121.5% | +101.9% |
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