+1.0%
LVS vs ADVB
-88.3%
+89.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -1.5% | -3.8% | +2.3% | -1.5% |
| 30D | -3.2% | +17.6% | -20.8% | -3.3% |
| 3M | -12.0% | +119.1% | -131.1% | -12.8% |
| 6M | -19.9% | +103.4% | -123.3% | -21.4% |
| YTD | -30.6% | +59.8% | -90.5% | -31.3% |
| 1Y | -17.7% | +8.5% | -26.3% | -18.1% |
| All | +1.0% | -88.3% | +89.3% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling