+1,219.9%
ADP vs LVS
+69.2%
+1,150.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.4% | -1.5% | -1.9% | -3.3% |
| 30D | +2.8% | -3.2% | +6.0% | +3.2% |
| 3M | +20.9% | -12.0% | +32.9% | +22.6% |
| 6M | +29.9% | -19.9% | +49.8% | +33.0% |
| YTD | +9.6% | -30.6% | +40.3% | +13.9% |
| 1Y | -5.3% | -17.7% | +12.5% | -3.8% |
| 3Y | +16.5% | -14.2% | +30.7% | +16.5% |
| 5Y | +49.4% | +9.6% | +39.8% | +42.1% |
| 10Y | +282.2% | +5.7% | +276.5% | +259.5% |
| All | +1,219.9% | +69.2% | +1,150.7% | +1,027.8% |
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