+1,425.2%
AMAT vs LVS
-12.1%
+1,437.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.7% |
| 7D | +7.0% | -1.3% | +8.2% | +7.4% |
| 30D | -20.6% | +12.2% | -32.8% | -25.0% |
| 3M | -24.8% | -11.3% | -13.5% | -21.5% |
| 6M | -10.7% | -21.6% | +10.9% | -2.4% |
| YTD | +54.3% | -36.6% | +90.9% | +83.4% |
| 1Y | +73.7% | -38.4% | +112.1% | +109.4% |
| 3Y | +168.4% | -10.2% | +178.6% | +159.5% |
| 5Y | +167.6% | +9.4% | +158.1% | +120.0% |
| 10Y | +1,425.2% | -11.3% | +1,436.5% | +1,271.5% |
| All | +1,425.2% | -12.1% | +1,437.3% | +1,271.5% |
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