-10.4%
LVS vs PPL
+57.3%
-67.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | +2.7% | -4.1% | -2.0% |
| 30D | -3.2% | +0.5% | -3.7% | -3.3% |
| 3M | -12.0% | +0.7% | -12.6% | -12.2% |
| 6M | -19.9% | -7.6% | -12.3% | -18.6% |
| YTD | -30.6% | +1.8% | -32.5% | -31.6% |
| 1Y | -17.7% | -0.8% | -17.0% | -18.4% |
| All | -10.4% | +57.3% | -67.7% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling