+1,591.4%
AMAT vs LVS
+3.8%
+1,587.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | -14.8% | -3.2% | -11.6% | -13.8% |
| 3M | -9.3% | -12.0% | +2.7% | -4.8% |
| 6M | +27.4% | -19.9% | +47.3% | +38.9% |
| YTD | +77.6% | -30.6% | +108.2% | +104.4% |
| 1Y | +188.9% | -17.7% | +206.7% | +204.3% |
| 3Y | +202.3% | -14.2% | +216.5% | +201.0% |
| 5Y | +248.9% | +9.6% | +239.3% | +187.1% |
| All | +1,591.4% | +3.8% | +1,587.6% | +1,320.8% |
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