+5.0%
LVS vs PPL
+47.4%
-42.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.3% |
| 7D | -0.8% | -0.4% | -0.5% | -0.7% |
| 30D | +10.0% | +2.6% | +7.3% | +9.0% |
| 3M | -11.0% | +0.8% | -11.8% | -11.3% |
| 6M | -20.1% | +1.4% | -21.6% | -20.8% |
| YTD | -36.3% | +4.3% | -40.6% | -37.9% |
| 1Y | -36.8% | +0.8% | -37.6% | -37.6% |
| 3Y | -9.5% | +57.9% | -67.4% | -27.3% |
| All | +5.0% | +47.4% | -42.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling