+32,685.5%
AAPL vs LVS
+69.2%
+32,616.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +3.0% | -3.2% | +6.2% | +3.5% |
| 3M | +2.9% | -12.0% | +14.9% | +5.2% |
| 6M | +22.1% | -19.9% | +42.0% | +26.6% |
| YTD | +18.0% | -30.6% | +48.7% | +25.2% |
| 1Y | +33.9% | -17.7% | +51.7% | +37.2% |
| 3Y | +71.2% | -14.2% | +85.4% | +71.5% |
| 5Y | +112.6% | +9.6% | +103.0% | +98.5% |
| 10Y | +1,198.8% | +5.7% | +1,193.1% | +1,086.8% |
| All | +32,685.5% | +69.2% | +32,616.2% | +23,724.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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