+52.3%
LVS vs PPL
+270.3%
-218.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | +2.7% | -4.1% | -2.8% |
| 30D | -3.2% | +0.5% | -3.7% | -3.6% |
| 3M | -12.0% | +0.7% | -12.6% | -12.6% |
| 6M | -19.9% | -7.6% | -12.3% | -17.3% |
| YTD | -30.6% | +1.8% | -32.5% | -32.1% |
| 1Y | -17.7% | -0.8% | -17.0% | -18.6% |
| 3Y | -14.2% | +56.9% | -71.1% | -34.7% |
| 5Y | +9.6% | +39.5% | -29.9% | -12.2% |
| 10Y | +5.7% | +55.4% | -49.7% | -24.5% |
| All | +52.3% | +270.3% | -218.1% | -33.2% |
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 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