+1,041.3%
APH vs LVS
+1.0%
+1,040.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -3.3% | -3.9% | +0.6% | -2.3% |
| 3M | +14.0% | -12.9% | +26.9% | +18.4% |
| 6M | +24.4% | -16.9% | +41.4% | +30.6% |
| YTD | +21.4% | -31.2% | +52.7% | +34.0% |
| 1Y | +48.9% | -16.4% | +65.3% | +53.9% |
| 3Y | +290.1% | -4.4% | +294.5% | +275.5% |
| 5Y | +352.8% | +6.7% | +346.2% | +297.2% |
| 10Y | +1,041.3% | +1.4% | +1,039.8% | +899.0% |
| All | +1,041.3% | +1.0% | +1,040.2% | +899.0% |
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