+337.5%
AMD vs LVS
+8.8%
+328.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 6M | +136.3% | -19.9% | +156.2% | +158.6% |
| YTD | +123.0% | -30.6% | +153.6% | +158.5% |
| 1Y | +195.2% | -17.7% | +212.9% | +214.1% |
| 3Y | +336.3% | -14.2% | +350.6% | +334.1% |
| All | +337.5% | +8.8% | +328.7% | +259.4% |
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