+8,017.8%
AMD vs LVS
+1.0%
+8,016.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.3% |
| 7D | +10.0% | +0.3% | +9.7% | +9.8% |
| 30D | +4.6% | -3.9% | +8.5% | +6.2% |
| 3M | +3.1% | -12.9% | +16.0% | +8.7% |
| 6M | +162.8% | -16.9% | +179.8% | +181.8% |
| YTD | +136.2% | -31.2% | +167.4% | +172.8% |
| 1Y | +234.0% | -16.4% | +250.4% | +252.1% |
| 3Y | +376.7% | -4.4% | +381.1% | +359.9% |
| 5Y | +376.3% | +6.7% | +369.7% | +316.1% |
| 10Y | +8,017.8% | +1.4% | +8,016.4% | +6,173.7% |
| All | +8,017.8% | +1.0% | +8,016.8% | +6,173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling