-55.4%
APP vs LVS
-31.5%
-23.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.5% | +4.2% | +8.2% |
| 7D | +4.5% | +13.4% | -8.9% | +0.2% |
| 30D | -3.6% | +12.2% | -15.8% | -7.3% |
| 3M | -35.3% | -10.7% | -24.5% | -33.8% |
| 6M | -42.8% | -19.8% | -23.0% | -39.8% |
| YTD | -59.7% | -35.8% | -23.9% | -56.5% |
| 1Y | -55.4% | -31.8% | -23.6% | -53.1% |
| All | -55.4% | -31.5% | -23.8% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling