+944.2%
APH vs LVS
-10.9%
+955.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +0.4% | -1.3% | +1.6% | +0.7% |
| 30D | -8.0% | +12.2% | -20.2% | -11.3% |
| 3M | -5.0% | -11.3% | +6.3% | -2.0% |
| 6M | +29.9% | -21.6% | +51.5% | +38.5% |
| YTD | +18.0% | -36.6% | +54.6% | +32.9% |
| 1Y | +11.3% | -38.4% | +49.7% | +26.5% |
| 3Y | +274.9% | -10.2% | +285.1% | +266.5% |
| 5Y | +300.6% | +9.4% | +291.2% | +247.8% |
| All | +944.2% | -10.9% | +955.1% | +851.1% |
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