-10.5%
LVS vs APD
+27.3%
-37.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.9% |
| 7D | +5.2% | -1.6% | +6.7% | +5.6% |
| 30D | +12.0% | +10.6% | +1.4% | +9.0% |
| 3M | -11.5% | +2.5% | -14.0% | -12.1% |
| 6M | -23.2% | +6.0% | -29.2% | -24.6% |
| YTD | -36.7% | +28.4% | -65.1% | -41.9% |
| 1Y | -36.8% | +22.2% | -58.9% | -41.2% |
| 3Y | -10.5% | +26.6% | -37.1% | -15.1% |
| All | -10.5% | +27.3% | -37.8% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling