+247.2%
AMAT vs LVS
+8.8%
+238.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | -14.8% | -3.2% | -11.6% | -14.0% |
| 3M | -9.3% | -12.0% | +2.7% | -5.5% |
| 6M | +27.4% | -19.9% | +47.3% | +37.2% |
| YTD | +77.6% | -30.6% | +108.2% | +100.4% |
| 1Y | +188.9% | -17.7% | +206.7% | +202.1% |
| 3Y | +202.3% | -14.2% | +216.5% | +198.6% |
| All | +247.2% | +8.8% | +238.4% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling