+264.6%
AMD vs LVS
+8.6%
+255.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.7% | -11.4% | -10.0% |
| 7D | +18.9% | -0.8% | +19.8% | +19.0% |
| 30D | -6.4% | +10.0% | -16.4% | -11.2% |
| 3M | +10.6% | -11.0% | +21.6% | +15.5% |
| 6M | +19.9% | -20.1% | +40.0% | +30.8% |
| YTD | +149.4% | -36.3% | +185.7% | +200.6% |
| 1Y | +115.4% | -36.8% | +152.2% | +160.5% |
| 3Y | +357.3% | -9.5% | +366.8% | +338.9% |
| All | +264.6% | +8.6% | +255.9% | +197.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling