+0.1%
LVS vs ADVB
-88.8%
+88.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.9% |
| 7D | +0.3% | -14.0% | +14.3% | +0.4% |
| 30D | -3.9% | +41.0% | -44.9% | -4.0% |
| 3M | -12.9% | +127.9% | -140.8% | -13.7% |
| 6M | -16.9% | +101.3% | -118.3% | -18.5% |
| YTD | -31.2% | +53.8% | -85.0% | -31.9% |
| 1Y | -16.4% | +4.4% | -20.8% | -16.7% |
| All | +0.1% | -88.8% | +88.9% | +18.4% |
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