-9.7%
LVS vs ADVB
-95.9%
+86.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +42.7% | -44.9% | -2.1% |
| 7D | -3.9% | +74.2% | -78.1% | -3.7% |
| 30D | +7.1% | -35.9% | +42.9% | +7.4% |
| 3M | -13.2% | -56.4% | +43.3% | -12.8% |
| 6M | -22.8% | -36.7% | +13.9% | -23.0% |
| YTD | -38.0% | -43.3% | +5.3% | -38.3% |
| 1Y | -39.5% | -63.4% | +23.9% | -38.6% |
| All | -9.7% | -95.9% | +86.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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