+355.9%
APH vs LVS
+8.8%
+347.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.2% |
| 6M | +25.2% | -19.9% | +45.0% | +31.3% |
| YTD | +22.9% | -30.6% | +53.6% | +32.9% |
| 1Y | +47.8% | -17.7% | +65.6% | +52.5% |
| 3Y | +283.0% | -14.2% | +297.2% | +278.3% |
| All | +355.9% | +8.8% | +347.1% | +313.4% |
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