-7.7%
LVS vs ADVB
-97.1%
+89.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -1.4% |
| 7D | -1.3% | +10.5% | -11.7% | -1.2% |
| 30D | +12.2% | -56.0% | +68.2% | +12.4% |
| 3M | -11.3% | -70.1% | +58.9% | -11.1% |
| 6M | -21.6% | -53.7% | +32.1% | -21.9% |
| YTD | -36.6% | -60.3% | +23.7% | -37.0% |
| 1Y | -38.4% | -73.1% | +34.8% | -37.8% |
| All | -7.7% | -97.1% | +89.4% | +9.6% |
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