+506.6%
APP vs LVS
-28.6%
+535.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.1% |
| 7D | +61.1% | +6.7% | +54.4% | +57.3% |
| 30D | +42.8% | +13.8% | +29.0% | +36.0% |
| 3M | +16.7% | -9.5% | +26.1% | +21.0% |
| 6M | -15.6% | -22.0% | +6.4% | -7.6% |
| YTD | -41.3% | -35.7% | -5.6% | -31.6% |
| 1Y | -39.3% | -36.7% | -2.6% | -28.8% |
| 3Y | +803.2% | -8.8% | +812.0% | +775.2% |
| 5Y | +313.2% | +9.5% | +303.6% | +253.6% |
| All | +506.6% | -28.6% | +535.3% | +403.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling