+135.3%
PSX vs LVS
-6.8%
+142.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +1.8% | -2.7% | +4.5% | +2.5% |
| 30D | +21.6% | -4.7% | +26.3% | +23.0% |
| 3M | +46.5% | -15.6% | +62.0% | +52.6% |
| 6M | +62.0% | -18.6% | +80.6% | +69.7% |
| YTD | +106.3% | -32.3% | +138.6% | +126.8% |
| 1Y | +103.0% | -18.0% | +121.0% | +108.4% |
| All | +135.3% | -6.8% | +142.1% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling