+651.5%
ADI vs LVS
0.0%
+651.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.7% |
| 7D | +4.6% | -3.5% | +8.0% | +5.9% |
| 30D | -1.2% | -6.2% | +5.1% | +1.0% |
| 3M | -7.8% | -14.8% | +7.0% | -2.8% |
| 6M | +19.3% | -20.9% | +40.2% | +28.4% |
| YTD | +40.9% | -33.0% | +74.0% | +60.1% |
| 1Y | +54.5% | -20.0% | +74.5% | +62.6% |
| 3Y | +123.4% | -6.9% | +130.4% | +116.0% |
| 5Y | +142.3% | +9.1% | +133.2% | +107.3% |
| All | +651.5% | 0.0% | +651.5% | +557.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling