-30.8%
AMT vs LVS
+6.8%
-37.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | +1.8% | -3.9% | +5.8% | +2.2% |
| 3M | -6.2% | -12.9% | +6.7% | -5.2% |
| 6M | -5.0% | -16.9% | +12.0% | -3.8% |
| YTD | +2.1% | -31.2% | +33.3% | +4.8% |
| 1Y | -5.7% | -16.4% | +10.7% | -5.0% |
| 3Y | +7.9% | -4.4% | +12.4% | +6.5% |
| All | -30.8% | +6.8% | -37.6% | -34.6% |
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