-3.8%
LVS vs APD
+168.7%
-172.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | -4.3% | -3.5% | -0.8% | -2.7% |
| 30D | -6.8% | -5.1% | -1.8% | -4.5% |
| 3M | -15.6% | +6.9% | -22.5% | -18.7% |
| 6M | -20.6% | +8.1% | -28.7% | -24.4% |
| YTD | -33.4% | +21.2% | -54.6% | -40.5% |
| 1Y | -20.1% | +4.9% | -25.0% | -23.8% |
| 3Y | -7.4% | +6.3% | -13.7% | -14.6% |
| 5Y | +8.5% | +24.3% | -15.8% | -10.8% |
| All | -3.8% | +168.7% | -172.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling