-37.7%
LVS vs PPL
+0.9%
-38.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +5.2% | -1.2% | +6.4% | +5.1% |
| 30D | +12.0% | +4.2% | +7.8% | +12.4% |
| 3M | -11.5% | +1.5% | -13.0% | -11.5% |
| 6M | -23.2% | +1.0% | -24.3% | -23.0% |
| YTD | -36.7% | +4.4% | -41.1% | -37.5% |
| All | -37.7% | +0.9% | -38.6% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling