-9.5%
LVS vs APD
+191.9%
-201.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -0.8% | +3.8% | -4.7% | -2.6% |
| 30D | +10.0% | +8.2% | +1.8% | +5.8% |
| 3M | -11.0% | +4.3% | -15.3% | -13.0% |
| 6M | -20.1% | +4.7% | -24.8% | -22.4% |
| YTD | -36.3% | +31.5% | -67.9% | -45.4% |
| 1Y | -36.8% | +23.5% | -60.4% | -44.4% |
| 3Y | -9.5% | +29.1% | -38.7% | -24.4% |
| 5Y | +9.3% | +15.9% | -6.6% | -5.7% |
| All | -9.5% | +191.9% | -201.4% | -50.5% |
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