-38.4%
LVS vs APD
+24.7%
-63.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.4% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | +12.2% | +11.0% | +1.2% | +12.3% |
| 3M | -11.3% | +2.6% | -13.9% | -11.4% |
| 6M | -21.6% | +4.8% | -26.4% | -21.8% |
| YTD | -36.6% | +31.0% | -67.6% | -36.1% |
| 1Y | -38.4% | +23.4% | -61.8% | -38.0% |
| All | -38.4% | +24.7% | -63.1% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling