+39.7%
LVS vs APA
+36.7%
+3.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.1% |
| 7D | -0.8% | +8.5% | -9.4% | -3.8% |
| 30D | +10.0% | +2.8% | +7.2% | +8.0% |
| 3M | -11.0% | +21.7% | -32.7% | -18.4% |
| 6M | -20.1% | +32.6% | -52.8% | -30.0% |
| YTD | -36.3% | +103.7% | -140.0% | -53.7% |
| 1Y | -36.8% | +101.8% | -138.6% | -54.2% |
| 3Y | -9.5% | +48.1% | -57.6% | -31.1% |
| 5Y | +9.3% | +91.9% | -82.6% | -31.4% |
| 10Y | -11.0% | +8.4% | -19.3% | -51.7% |
| All | +39.7% | +36.7% | +3.0% | -19.5% |
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