+44.8%
LVS vs AMBA
+810.0%
-765.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.8% |
| 7D | -3.9% | +10.7% | -14.6% | -5.8% |
| 30D | +7.1% | -5.0% | +12.1% | +7.7% |
| 3M | -13.2% | -26.9% | +13.7% | -8.7% |
| 6M | -22.8% | -21.9% | -0.9% | -22.5% |
| YTD | -38.0% | -13.8% | -24.2% | -39.7% |
| 1Y | -39.5% | -36.1% | -3.4% | -37.8% |
| 3Y | -12.2% | +21.6% | -33.8% | -25.5% |
| 5Y | +6.4% | -68.8% | +75.2% | +10.2% |
| 10Y | -13.3% | +2.3% | -15.6% | -34.5% |
| All | +44.8% | +810.0% | -765.2% | -21.6% |
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