+41.2%
LVS vs APD
+899.0%
-857.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +13.8% | +11.0% | +2.8% | +4.4% |
| 3M | -9.5% | +2.0% | -11.5% | -11.3% |
| 6M | -22.0% | +7.1% | -29.1% | -27.5% |
| YTD | -35.7% | +29.8% | -65.4% | -49.9% |
| 1Y | -36.7% | +24.0% | -60.7% | -49.4% |
| 3Y | -8.8% | +27.2% | -36.0% | -33.4% |
| 5Y | +9.5% | +12.8% | -3.2% | -15.7% |
| 10Y | -10.9% | +185.0% | -195.9% | -76.1% |
| All | +41.2% | +899.0% | -857.8% | -88.9% |
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