+285.6%
APH vs LVS
-12.9%
+298.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +5.0% | -1.5% | +6.4% | +5.3% |
| 30D | -3.9% | -3.2% | -0.7% | -3.2% |
| 3M | +13.0% | -12.0% | +25.0% | +16.3% |
| 6M | +25.2% | -19.9% | +45.0% | +31.6% |
| YTD | +22.9% | -30.6% | +53.6% | +33.5% |
| 1Y | +47.8% | -17.7% | +65.6% | +52.3% |
| All | +285.6% | -12.9% | +298.6% | +261.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling