-3.3%
LVS vs APTV
-16.1%
+12.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -3.5% | -5.0% | +1.6% | -1.3% |
| 30D | -6.2% | -6.1% | -0.2% | -3.8% |
| 3M | -14.8% | -33.0% | +18.2% | +0.2% |
| 6M | -20.9% | -35.2% | +14.4% | -7.5% |
| YTD | -33.0% | -40.1% | +7.1% | -19.6% |
| 1Y | -20.0% | -45.6% | +25.6% | +0.1% |
| 3Y | -6.9% | -54.4% | +47.4% | +20.3% |
| 5Y | +9.1% | -68.9% | +78.0% | +63.8% |
| All | -3.3% | -16.1% | +12.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling