+528.8%
APP vs LVS
-29.8%
+558.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.3% |
| 7D | +79.2% | +5.2% | +74.0% | +76.0% |
| 30D | +48.0% | +12.0% | +36.0% | +41.9% |
| 3M | +18.2% | -11.5% | +29.7% | +23.8% |
| 6M | -12.5% | -23.2% | +10.7% | -3.6% |
| YTD | -39.2% | -36.7% | -2.5% | -28.7% |
| 1Y | -33.9% | -36.8% | +2.9% | -22.4% |
| 3Y | +933.3% | -10.5% | +943.8% | +908.6% |
| 5Y | +295.9% | +5.1% | +290.8% | +241.2% |
| All | +528.8% | -29.8% | +558.6% | +424.8% |
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