+3,508.0%
AMAT vs LVS
+69.2%
+3,438.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | -14.8% | -3.2% | -11.6% | -14.3% |
| 3M | -9.3% | -12.0% | +2.7% | -7.0% |
| 6M | +27.4% | -19.9% | +47.3% | +33.2% |
| YTD | +77.6% | -30.6% | +108.2% | +90.7% |
| 1Y | +188.9% | -17.7% | +206.7% | +197.6% |
| 3Y | +202.3% | -14.2% | +216.5% | +205.1% |
| 5Y | +248.9% | +9.6% | +239.3% | +226.7% |
| 10Y | +1,585.2% | +5.7% | +1,579.5% | +1,487.7% |
| All | +3,508.0% | +69.2% | +3,438.8% | +2,631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling