+8,127.3%
PWR vs LVS
+69.2%
+8,058.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +3.6% | -1.5% | +5.1% | +4.0% |
| 30D | -8.6% | -3.2% | -5.3% | -8.0% |
| 3M | -13.2% | -12.0% | -1.2% | -10.8% |
| 6M | +9.9% | -19.9% | +29.8% | +15.2% |
| YTD | +48.0% | -30.6% | +78.7% | +59.8% |
| 1Y | +66.2% | -17.7% | +83.9% | +71.4% |
| 3Y | +195.1% | -14.2% | +209.3% | +195.6% |
| 5Y | +442.6% | +9.6% | +432.9% | +386.7% |
| 10Y | +2,334.2% | +5.7% | +2,328.6% | +2,031.3% |
| All | +8,127.3% | +69.2% | +8,058.1% | +4,736.9% |
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