+6.7%
LVS vs APD
+26.2%
-19.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +0.3% | -2.5% | +2.8% | +1.3% |
| 30D | -3.9% | -1.9% | -2.0% | -3.3% |
| 3M | -12.9% | +8.2% | -21.1% | -15.7% |
| 6M | -16.9% | +10.7% | -27.7% | -20.9% |
| YTD | -31.2% | +22.9% | -54.2% | -37.5% |
| 1Y | -16.4% | +5.8% | -22.2% | -19.3% |
| 3Y | -4.4% | +7.8% | -12.2% | -9.5% |
| 5Y | +6.7% | +26.1% | -19.4% | -22.4% |
| All | +6.7% | +26.2% | -19.6% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling