+100.6%
AMT vs LVS
-0.5%
+101.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -2.7% | -4.3% | +1.6% | -2.2% |
| 30D | +2.0% | -6.8% | +8.8% | +2.8% |
| 3M | -9.3% | -15.6% | +6.3% | -7.7% |
| 6M | -5.2% | -20.6% | +15.4% | -3.1% |
| YTD | +0.5% | -33.4% | +33.9% | +4.4% |
| 1Y | -7.3% | -20.1% | +12.9% | -5.8% |
| 3Y | +6.2% | -7.4% | +13.7% | +4.9% |
| 5Y | -31.2% | +8.5% | -39.7% | -34.8% |
| All | +100.6% | -0.5% | +101.1% | +87.2% |
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