+95.5%
AMD vs LVS
-31.5%
+127.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.2% |
| 7D | -15.5% | +13.4% | -28.9% | -16.9% |
| 30D | -22.6% | +12.2% | -34.8% | -23.8% |
| 3M | -5.7% | -10.7% | +5.0% | -3.4% |
| 6M | +43.1% | -19.8% | +62.9% | +50.9% |
| YTD | +128.2% | -35.8% | +164.0% | +152.1% |
| 1Y | +95.5% | -31.8% | +127.3% | +110.5% |
| All | +95.5% | -31.5% | +127.0% | +110.5% |
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 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