+6,351.7%
AMD vs LVS
-13.2%
+6,364.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.2% |
| 7D | -11.0% | +11.1% | -22.1% | -15.2% |
| 30D | -30.5% | +14.7% | -45.1% | -34.7% |
| 3M | -8.2% | -10.9% | +2.7% | -4.3% |
| 6M | +6.6% | -22.3% | +28.9% | +17.0% |
| YTD | +109.7% | -35.8% | +145.5% | +147.9% |
| 1Y | +88.9% | -33.5% | +122.4% | +119.6% |
| 3Y | +301.8% | -11.7% | +313.5% | +299.5% |
| 5Y | +229.4% | +2.6% | +226.7% | +194.0% |
| All | +6,351.7% | -13.2% | +6,364.9% | +5,296.0% |
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 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