+193.4%
AMAT vs LVS
-16.6%
+210.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | -12.2% | -3.9% | -8.3% | -11.9% |
| 3M | -3.8% | -12.9% | +9.0% | -1.7% |
| 6M | +45.9% | -16.9% | +62.9% | +50.3% |
| YTD | +84.6% | -31.2% | +115.9% | +96.9% |
| 1Y | +193.4% | -16.4% | +209.8% | +203.2% |
| All | +193.4% | -16.6% | +210.0% | +203.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling