-2.2%
LVS vs APA
-2.1%
-0.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.4% | -2.2% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -4.7% | +9.3% | -14.0% | -6.8% |
| 3M | -15.6% | +23.3% | -38.9% | -20.2% |
| 6M | -18.6% | +39.5% | -58.1% | -26.3% |
| YTD | -32.3% | +87.6% | -119.9% | -43.1% |
| 1Y | -18.0% | +114.2% | -132.3% | -33.9% |
| 3Y | -5.8% | +13.6% | -19.4% | -14.8% |
| 5Y | +5.7% | +175.6% | -169.9% | -26.1% |
| All | -2.2% | -2.1% | -0.1% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling