+67.1%
PWR vs LVS
-19.9%
+87.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.1% |
| 7D | +4.2% | -3.5% | +7.7% | +4.5% |
| 30D | -4.0% | -6.2% | +2.2% | -3.6% |
| 3M | -4.8% | -14.8% | +10.1% | -3.0% |
| 6M | +14.6% | -20.9% | +35.5% | +17.7% |
| YTD | +54.2% | -33.0% | +87.3% | +62.9% |
| 1Y | +67.1% | -20.0% | +87.1% | +71.7% |
| All | +67.1% | -19.9% | +87.0% | +71.7% |
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