+445.7%
PWR vs LVS
+5.3%
+440.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +2.7% | -2.7% | +5.4% | +3.2% |
| 30D | -5.1% | -4.7% | -0.4% | -4.4% |
| 3M | -9.4% | -15.6% | +6.2% | -6.6% |
| 6M | +10.4% | -18.6% | +29.1% | +14.3% |
| YTD | +48.6% | -32.3% | +80.9% | +59.1% |
| 1Y | +68.0% | -18.0% | +86.0% | +72.3% |
| 3Y | +204.7% | -5.8% | +210.6% | +196.4% |
| All | +445.7% | +5.3% | +440.4% | +398.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling