+52.3%
LVS vs APD
+857.6%
-805.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.5% |
| 7D | -1.5% | -2.2% | +0.7% | +0.3% |
| 30D | -3.2% | +2.1% | -5.3% | -5.0% |
| 3M | -12.0% | +7.2% | -19.2% | -17.8% |
| 6M | -19.9% | +11.2% | -31.1% | -28.2% |
| YTD | -30.6% | +24.4% | -55.0% | -43.9% |
| 1Y | -17.7% | +6.7% | -24.4% | -25.9% |
| 3Y | -14.2% | +9.2% | -23.5% | -29.3% |
| 5Y | +9.6% | +27.4% | -17.7% | -25.0% |
| 10Y | +5.7% | +164.8% | -159.2% | -69.8% |
| All | +52.3% | +857.6% | -805.3% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling