-3.8%
LVS vs APA
-2.8%
-1.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -4.3% | +0.8% | -5.1% | -4.5% |
| 30D | -6.8% | +9.6% | -16.4% | -8.9% |
| 3M | -15.6% | +18.0% | -33.6% | -19.4% |
| 6M | -20.6% | +41.9% | -62.5% | -28.3% |
| YTD | -33.4% | +86.3% | -119.7% | -44.0% |
| 1Y | -20.1% | +97.9% | -118.0% | -34.3% |
| 3Y | -7.4% | +12.8% | -20.2% | -16.1% |
| 5Y | +8.5% | +177.2% | -168.7% | -24.3% |
| All | -3.8% | -2.8% | -1.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling