+1,112.1%
PSX vs LVS
+16.0%
+1,096.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.5% | -1.5% | +6.0% | +5.1% |
| 30D | +26.6% | -3.2% | +29.8% | +27.9% |
| 3M | +39.3% | -12.0% | +51.2% | +45.2% |
| 6M | +56.8% | -19.9% | +76.7% | +68.0% |
| YTD | +101.8% | -30.6% | +132.5% | +126.0% |
| 1Y | +99.6% | -17.7% | +117.4% | +108.0% |
| 3Y | +140.3% | -14.2% | +154.6% | +139.1% |
| 5Y | +339.3% | +9.6% | +329.7% | +265.7% |
| 10Y | +369.9% | +5.7% | +364.2% | +288.2% |
| All | +1,112.1% | +16.0% | +1,096.1% | +738.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling