+318.8%
ADP vs LVS
-12.1%
+330.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | +11.9% | +12.2% | -0.3% | +9.1% |
| 3M | +13.7% | -11.3% | +25.0% | +16.4% |
| 6M | +46.8% | -21.6% | +68.4% | +54.1% |
| YTD | +21.8% | -36.6% | +58.4% | +32.9% |
| 1Y | +23.5% | -38.4% | +61.9% | +35.6% |
| 3Y | +44.1% | -10.2% | +54.2% | +41.4% |
| 5Y | +49.9% | +9.4% | +40.4% | +33.6% |
| 10Y | +318.8% | -11.3% | +330.1% | +276.9% |
| All | +318.8% | -12.1% | +330.8% | +276.9% |
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