-37.1%
APP vs LVS
-37.4%
+0.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.3% |
| 7D | +79.2% | +5.2% | +74.0% | +76.1% |
| 30D | +48.0% | +12.0% | +36.0% | +42.7% |
| 3M | +18.2% | -11.5% | +29.7% | +21.2% |
| 6M | -12.5% | -23.2% | +10.7% | -7.0% |
| YTD | -39.2% | -36.7% | -2.5% | -34.6% |
| All | -37.1% | -37.4% | +0.4% | -31.5% |
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