-11.3%
LVS vs PPL
+65.2%
-76.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | -1.3% | -1.0% | -0.3% | -0.9% |
| 30D | +12.2% | +3.0% | +9.2% | +10.8% |
| 3M | -11.3% | +1.1% | -12.4% | -11.8% |
| 6M | -21.6% | -0.8% | -20.8% | -21.7% |
| YTD | -36.6% | +3.5% | -40.1% | -38.2% |
| 1Y | -38.4% | -0.9% | -37.5% | -38.8% |
| 3Y | -10.2% | +54.2% | -64.4% | -27.7% |
| 5Y | +9.4% | +46.3% | -36.9% | -10.8% |
| 10Y | -11.3% | +65.0% | -76.4% | -34.2% |
| All | -11.3% | +65.2% | -76.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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