+3,853.9%
APH vs LVS
+69.2%
+3,784.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.3% | -49.1% | -48.0% |
| 7D | -48.7% | +0.3% | -49.0% | -48.9% |
| 30D | -51.9% | -3.2% | -48.7% | -51.8% |
| 3M | -43.6% | -12.0% | -31.6% | -42.3% |
| 6M | -37.5% | -19.9% | -17.6% | -35.1% |
| YTD | -38.6% | -30.6% | -8.0% | -34.7% |
| 1Y | -26.3% | -17.7% | -8.6% | -24.4% |
| 3Y | +89.2% | -14.2% | +103.4% | +89.5% |
| 5Y | +119.8% | +9.6% | +110.2% | +102.7% |
| 10Y | +454.3% | +5.7% | +448.6% | +401.8% |
| All | +3,853.9% | +69.2% | +3,784.6% | +2,587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling