+2,521.4%
PWR vs LVS
0.0%
+2,521.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +4.2% | -3.5% | +7.7% | +5.3% |
| 30D | -4.0% | -6.2% | +2.2% | -2.5% |
| 3M | -4.8% | -14.8% | +10.1% | -0.7% |
| 6M | +14.6% | -20.9% | +35.5% | +21.7% |
| YTD | +54.2% | -33.0% | +87.3% | +70.9% |
| 1Y | +67.1% | -20.0% | +87.1% | +74.6% |
| 3Y | +218.5% | -6.9% | +225.4% | +208.9% |
| 5Y | +466.3% | +9.1% | +457.2% | +385.7% |
| All | +2,521.4% | 0.0% | +2,521.4% | +2,172.4% |
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