-11.8%
LVS vs APD
+191.6%
-203.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.4% |
| 7D | -3.9% | +2.2% | -6.1% | -4.9% |
| 30D | +7.1% | +9.4% | -2.4% | +2.4% |
| 3M | -13.2% | +4.7% | -17.9% | -15.2% |
| 6M | -22.8% | +5.5% | -28.3% | -25.3% |
| YTD | -38.0% | +31.4% | -69.4% | -46.8% |
| 1Y | -39.5% | +24.1% | -63.6% | -46.9% |
| 3Y | -12.2% | +28.8% | -40.9% | -26.5% |
| 5Y | +6.4% | +15.8% | -9.3% | -8.1% |
| All | -11.8% | +191.6% | -203.4% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling