+500.0%
APP vs LVS
-28.8%
+528.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.3% | +10.0% |
| 7D | +71.2% | +11.1% | +60.1% | +64.7% |
| 30D | +39.1% | +14.7% | +24.4% | +32.2% |
| 3M | +16.5% | -10.9% | +27.5% | +21.7% |
| 6M | -16.6% | -22.3% | +5.8% | -8.4% |
| YTD | -41.9% | -35.8% | -6.1% | -32.3% |
| 1Y | -37.0% | -33.5% | -3.6% | -27.6% |
| 3Y | +892.4% | -11.7% | +904.2% | +873.8% |
| 5Y | +297.3% | +2.6% | +294.7% | +240.7% |
| All | +500.0% | -28.8% | +528.8% | +398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling