+50.0%
LVS vs AMBA
+772.6%
-722.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -1.6% |
| 7D | +11.1% | -7.2% | +18.3% | +12.4% |
| 30D | +14.7% | -10.4% | +25.0% | +16.5% |
| 3M | -10.9% | -30.1% | +19.2% | -5.5% |
| 6M | -22.3% | -22.4% | +0.1% | -21.9% |
| YTD | -35.8% | -17.3% | -18.5% | -37.0% |
| 1Y | -33.5% | -35.4% | +1.9% | -31.9% |
| 3Y | -11.7% | +18.6% | -30.3% | -24.8% |
| 5Y | +2.6% | -69.8% | +72.4% | +6.9% |
| 10Y | -11.9% | +1.1% | -13.0% | -33.1% |
| All | +50.0% | +772.6% | -722.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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