+53.4%
LVS vs APTV
+180.9%
-127.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | +1.3% |
| 7D | +0.3% | +2.0% | -1.6% | -0.7% |
| 30D | -3.9% | -7.7% | +3.8% | -0.5% |
| 3M | -12.9% | -34.0% | +21.1% | +3.8% |
| 6M | -16.9% | -37.1% | +20.2% | -0.9% |
| YTD | -31.2% | -39.9% | +8.7% | -17.0% |
| 1Y | -16.4% | -44.4% | +28.0% | +4.4% |
| 3Y | -4.4% | -54.5% | +50.1% | +24.7% |
| 5Y | +6.7% | -69.1% | +75.8% | +62.9% |
| 10Y | +1.4% | -20.0% | +21.4% | -14.4% |
| All | +53.4% | +180.9% | -127.6% | -46.3% |
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