+39.0%
LVS vs APD
+888.8%
-849.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -3.0% |
| 7D | +5.2% | -1.6% | +6.7% | +6.5% |
| 30D | +12.0% | +10.6% | +1.4% | +3.1% |
| 3M | -11.5% | +2.5% | -14.0% | -13.7% |
| 6M | -23.2% | +6.0% | -29.2% | -28.0% |
| YTD | -36.7% | +28.4% | -65.1% | -50.3% |
| 1Y | -36.8% | +22.2% | -58.9% | -48.8% |
| 3Y | -10.5% | +26.6% | -37.1% | -34.4% |
| 5Y | +5.1% | +11.8% | -6.7% | -18.5% |
| 10Y | -14.0% | +187.8% | -201.7% | -77.3% |
| All | +39.0% | +888.8% | -849.7% | -89.0% |
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 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