+1,162.1%
AMAT vs LVS
-13.2%
+1,175.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | -14.7% | +11.1% | -25.8% | -18.9% |
| 30D | -36.1% | +14.7% | -50.8% | -40.2% |
| 3M | -36.9% | -10.9% | -25.9% | -34.2% |
| 6M | -22.2% | -22.3% | +0.2% | -14.5% |
| YTD | +29.9% | -35.8% | +65.7% | +53.8% |
| 1Y | +43.3% | -33.5% | +76.7% | +66.6% |
| 3Y | +142.7% | -11.7% | +154.4% | +136.9% |
| 5Y | +126.2% | +2.6% | +123.6% | +92.6% |
| All | +1,162.1% | -13.2% | +1,175.3% | +1,011.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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