+279.0%
ADP vs LVS
+0.3%
+278.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -5.7% | -2.7% | -3.0% | -5.1% |
| 30D | -3.1% | -4.7% | +1.6% | -2.2% |
| 3M | +15.6% | -15.6% | +31.2% | +19.6% |
| 6M | +20.8% | -18.6% | +39.4% | +25.7% |
| YTD | +4.7% | -32.3% | +37.0% | +12.9% |
| 1Y | -8.3% | -18.0% | +9.7% | -5.7% |
| 3Y | +13.6% | -5.8% | +19.4% | +10.5% |
| 5Y | +45.0% | +5.7% | +39.3% | +30.7% |
| 10Y | +279.0% | 0.0% | +279.0% | +233.0% |
| All | +279.0% | +0.3% | +278.7% | +233.0% |
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