+1,373.3%
ADP vs LVS
+51.2%
+1,322.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +0.3% | -3.9% | +4.1% | +0.7% |
| 30D | +11.6% | +7.1% | +4.6% | +10.7% |
| 3M | +15.1% | -13.2% | +28.3% | +16.8% |
| 6M | +46.0% | -22.8% | +68.9% | +50.3% |
| YTD | +22.4% | -38.0% | +60.4% | +28.7% |
| 1Y | +24.5% | -39.5% | +63.9% | +31.3% |
| 3Y | +44.8% | -12.2% | +57.0% | +44.4% |
| 5Y | +49.1% | +6.4% | +42.6% | +42.6% |
| 10Y | +320.9% | -13.3% | +334.2% | +304.0% |
| All | +1,373.3% | +51.2% | +1,322.1% | +1,174.5% |
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