-7.8%
LVS vs ADVB
-97.4%
+89.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.3% |
| 7D | +5.2% | -1.2% | +6.4% | +5.2% |
| 30D | +12.0% | -61.4% | +73.4% | +12.2% |
| 3M | -11.5% | -67.8% | +56.3% | -11.3% |
| 6M | -23.2% | -66.9% | +43.6% | -23.4% |
| YTD | -36.7% | -64.9% | +28.2% | -37.0% |
| 1Y | -36.8% | -74.8% | +38.0% | -36.4% |
| All | -7.8% | -97.4% | +89.7% | +9.4% |
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