+40.9%
LVS vs PPL
+280.8%
-239.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +11.1% | +0.4% | +10.7% | +10.8% |
| 30D | +14.7% | +5.4% | +9.2% | +11.5% |
| 3M | -10.9% | +4.3% | -15.2% | -13.0% |
| 6M | -22.3% | -1.3% | -21.0% | -22.3% |
| YTD | -35.8% | +4.7% | -40.5% | -38.1% |
| 1Y | -33.5% | +1.3% | -34.7% | -34.8% |
| 3Y | -11.7% | +57.2% | -68.9% | -32.8% |
| 5Y | +2.6% | +48.2% | -45.6% | -20.5% |
| 10Y | -11.9% | +62.7% | -74.6% | -38.5% |
| All | +40.9% | +280.8% | -239.8% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling