+5.0%
LVS vs APA
+94.1%
-89.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.4% |
| 7D | -0.8% | +8.5% | -9.4% | -2.4% |
| 30D | +10.0% | +2.8% | +7.2% | +8.9% |
| 3M | -11.0% | +21.7% | -32.7% | -15.3% |
| 6M | -20.1% | +32.6% | -52.8% | -25.9% |
| YTD | -36.3% | +103.7% | -140.0% | -47.8% |
| 1Y | -36.8% | +101.8% | -138.6% | -48.3% |
| 3Y | -9.5% | +48.1% | -57.6% | -23.7% |
| All | +5.0% | +94.1% | -89.1% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling