+202.9%
PWR vs LVS
-8.3%
+211.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -0.2% | -4.3% | +4.1% | +0.7% |
| 30D | -7.7% | -6.8% | -0.9% | -6.4% |
| 3M | -4.9% | -15.6% | +10.7% | -1.4% |
| 6M | +9.7% | -20.6% | +30.3% | +15.1% |
| YTD | +46.7% | -33.4% | +80.1% | +60.2% |
| 1Y | +58.7% | -20.1% | +78.9% | +64.1% |
| All | +202.9% | -8.3% | +211.2% | +181.8% |
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