-9.5%
LVS vs APA
+45.9%
-55.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | -0.8% | +8.5% | -9.4% | -1.8% |
| 30D | +10.0% | +2.8% | +7.2% | +9.3% |
| 3M | -11.0% | +21.7% | -32.7% | -14.0% |
| 6M | -20.1% | +32.6% | -52.8% | -24.1% |
| YTD | -36.3% | +103.7% | -140.0% | -45.6% |
| 1Y | -36.8% | +101.8% | -138.6% | -46.1% |
| 3Y | -9.5% | +48.1% | -57.6% | -23.9% |
| All | -9.5% | +45.9% | -55.5% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling