+292.6%
APP vs LVS
+1.5%
+291.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.3% | +10.1% |
| 7D | +71.2% | +11.1% | +60.1% | +63.9% |
| 30D | +39.1% | +14.7% | +24.4% | +31.4% |
| 3M | +16.5% | -10.9% | +27.5% | +22.3% |
| 6M | -16.6% | -22.3% | +5.8% | -7.4% |
| YTD | -41.9% | -35.8% | -6.1% | -31.0% |
| 1Y | -37.0% | -33.5% | -3.6% | -26.4% |
| 3Y | +892.4% | -11.7% | +904.2% | +865.9% |
| All | +292.6% | +1.5% | +291.1% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling