+103.4%
AMGN vs LVS
+8.6%
+94.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -13.7% | -3.5% | -10.2% | -13.4% |
| 30D | -8.8% | -6.2% | -2.6% | -8.3% |
| 3M | +7.2% | -14.8% | +22.0% | +8.5% |
| 6M | +1.3% | -20.9% | +22.1% | +3.0% |
| YTD | +17.6% | -33.0% | +50.7% | +21.0% |
| 1Y | +37.2% | -20.0% | +57.2% | +39.0% |
| 3Y | +57.7% | -6.9% | +64.7% | +56.1% |
| All | +103.4% | +8.6% | +94.8% | +98.8% |
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