+63.6%
AMGN vs LVS
-6.8%
+70.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -11.6% | -2.7% | -8.9% | -11.2% |
| 30D | -5.7% | -4.7% | -1.0% | -5.0% |
| 3M | +14.2% | -15.6% | +29.8% | +17.1% |
| 6M | +5.2% | -18.6% | +23.8% | +8.3% |
| YTD | +22.0% | -32.3% | +54.3% | +29.0% |
| 1Y | +43.6% | -18.0% | +61.7% | +46.6% |
| All | +63.6% | -6.8% | +70.3% | +57.7% |
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 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