+42.0%
LVS vs APTV
+138.1%
-96.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.8% |
| 7D | -0.8% | -1.7% | +0.9% | 0.0% |
| 30D | +10.0% | -11.6% | +21.6% | +16.2% |
| 3M | -11.0% | -21.2% | +10.2% | -1.3% |
| 6M | -20.1% | -28.5% | +8.4% | -10.2% |
| YTD | -36.3% | -49.1% | +12.7% | -17.4% |
| 1Y | -36.8% | -52.2% | +15.4% | -15.7% |
| 3Y | -9.5% | -48.6% | +39.1% | +10.7% |
| 5Y | +9.3% | -77.3% | +86.6% | +93.5% |
| 10Y | -11.0% | -26.9% | +15.9% | -22.1% |
| All | +42.0% | +138.1% | -96.1% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling