+331.1%
AMD vs LVS
-12.9%
+344.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +2.6% | -1.5% | +4.1% | +3.2% |
| 30D | -0.9% | -3.2% | +2.3% | +0.4% |
| 3M | -8.7% | -12.0% | +3.3% | -3.8% |
| 6M | +136.3% | -19.9% | +156.2% | +159.3% |
| YTD | +123.0% | -30.6% | +153.6% | +160.2% |
| 1Y | +195.2% | -17.7% | +212.9% | +213.1% |
| All | +331.1% | -12.9% | +344.0% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling