+391.7%
APP vs LVS
-23.1%
+414.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | -23.3% | -3.2% | -20.0% | -22.5% |
| 3M | -42.6% | -12.0% | -30.7% | -40.0% |
| 6M | -33.6% | -19.9% | -13.7% | -28.1% |
| YTD | -52.4% | -30.6% | -21.8% | -46.1% |
| 1Y | -35.9% | -17.7% | -18.1% | -32.5% |
| 3Y | +642.2% | -14.2% | +656.4% | +635.2% |
| 5Y | +311.1% | +9.6% | +301.4% | +238.7% |
| All | +391.7% | -23.1% | +414.7% | +296.2% |
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