+52.3%
LVS vs APA
+20.1%
+32.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.8% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -3.2% | +23.4% | -26.6% | -10.9% |
| 3M | -12.0% | +12.7% | -24.7% | -16.9% |
| 6M | -19.9% | +39.4% | -59.3% | -31.6% |
| YTD | -30.6% | +79.0% | -109.6% | -46.5% |
| 1Y | -17.7% | +88.8% | -106.6% | -38.7% |
| 3Y | -14.2% | +6.4% | -20.6% | -25.4% |
| 5Y | +9.6% | +153.0% | -143.4% | -38.7% |
| 10Y | +5.7% | +7.5% | -1.9% | -44.4% |
| All | +52.3% | +20.1% | +32.2% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling