+140.1%
AMT vs LVS
-12.8%
+153.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -2.2% | -3.9% | +1.7% | -1.8% |
| 30D | +5.8% | +7.1% | -1.3% | +5.0% |
| 3M | +12.6% | -13.2% | +25.8% | +14.2% |
| 6M | +8.3% | -22.8% | +31.1% | +11.2% |
| YTD | +11.4% | -38.0% | +49.4% | +16.7% |
| 1Y | +7.7% | -39.5% | +47.2% | +13.0% |
| 3Y | +14.8% | -12.2% | +27.0% | +13.9% |
| 5Y | -18.0% | +6.4% | -24.4% | -22.1% |
| All | +140.1% | -12.8% | +153.0% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling