+282.2%
APH vs LVS
+1.5%
+280.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -5.9% | +11.1% | -17.0% | -8.4% |
| 30D | -14.8% | +14.7% | -29.5% | -17.7% |
| 3M | -12.4% | -10.9% | -1.5% | -10.2% |
| 6M | +8.1% | -22.3% | +30.4% | +14.4% |
| YTD | +10.9% | -35.8% | +46.8% | +22.3% |
| 1Y | +8.8% | -33.5% | +42.2% | +18.7% |
| 3Y | +262.1% | -11.7% | +273.8% | +254.3% |
| All | +282.2% | +1.5% | +280.6% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling