-11.9%
LVS vs PPL
+53.5%
-65.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -3.9% | -2.2% | -1.7% | -3.4% |
| 30D | +7.1% | +1.7% | +5.4% | +6.7% |
| 3M | -13.2% | +0.1% | -13.3% | -13.2% |
| 6M | -22.8% | -1.5% | -21.3% | -22.6% |
| YTD | -38.0% | +3.0% | -41.0% | -39.1% |
| 1Y | -39.5% | -1.4% | -38.0% | -39.7% |
| All | -11.9% | +53.5% | -65.4% | -32.2% |
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 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