+45.8%
ADP vs LVS
+4.5%
+41.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -5.5% | +0.3% | -5.8% | -5.5% |
| 30D | -1.2% | -3.9% | +2.7% | -0.7% |
| 3M | +17.9% | -12.9% | +30.7% | +20.0% |
| 6M | +20.3% | -16.9% | +37.3% | +23.1% |
| YTD | +5.8% | -31.2% | +37.1% | +10.8% |
| 1Y | -7.7% | -16.4% | +8.7% | -6.3% |
| 3Y | +14.7% | -4.4% | +19.2% | +12.1% |
| 5Y | +45.8% | +6.7% | +39.1% | +37.2% |
| All | +45.8% | +4.5% | +41.3% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling