+147.1%
AMAT vs LVS
+8.6%
+138.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.7% |
| 7D | +11.4% | -0.8% | +12.2% | +11.6% |
| 30D | -17.0% | +10.0% | -27.0% | -20.3% |
| 3M | -30.6% | -11.0% | -19.6% | -28.1% |
| 6M | -14.9% | -20.1% | +5.2% | -8.6% |
| YTD | +44.7% | -36.3% | +81.0% | +68.6% |
| 1Y | +66.9% | -36.8% | +103.7% | +95.1% |
| 3Y | +153.3% | -9.5% | +162.8% | +142.3% |
| All | +147.1% | +8.6% | +138.5% | +104.2% |
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 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