-10.9%
LVS vs PPL
+65.3%
-76.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +13.8% | +4.3% | +9.5% | +11.8% |
| 3M | -9.5% | +2.9% | -12.4% | -10.7% |
| 6M | -22.0% | +1.1% | -23.1% | -22.8% |
| YTD | -35.7% | +4.5% | -40.1% | -37.5% |
| 1Y | -36.7% | +0.1% | -36.8% | -37.4% |
| 3Y | -8.8% | +55.7% | -64.5% | -27.0% |
| 5Y | +9.5% | +47.6% | -38.1% | -11.1% |
| 10Y | -10.9% | +66.8% | -77.8% | -34.2% |
| All | -10.9% | +65.3% | -76.3% | -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