+827.1%
AMGN vs LVS
+67.7%
+759.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.9% | -9.2% | -10.0% |
| 7D | -10.3% | +0.3% | -10.6% | -10.3% |
| 30D | -3.8% | -3.9% | +0.1% | -3.5% |
| 3M | +14.4% | -12.9% | +27.2% | +15.6% |
| 6M | +7.8% | -16.9% | +24.8% | +9.2% |
| YTD | +22.6% | -31.2% | +53.8% | +25.8% |
| 1Y | +44.2% | -16.4% | +60.6% | +45.6% |
| 3Y | +65.8% | -4.4% | +70.2% | +64.7% |
| 5Y | +108.0% | +6.7% | +101.3% | +101.4% |
| 10Y | +209.9% | +1.4% | +208.4% | +196.3% |
| All | +827.1% | +67.7% | +759.4% | +726.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling