+1.4%
LVS vs AMC
-98.9%
+100.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | -3.9% | -1.2% | -2.8% | -3.9% |
| 3M | -12.9% | +42.2% | -55.1% | -14.2% |
| 6M | -16.9% | +118.8% | -135.7% | -19.5% |
| YTD | -31.2% | +64.1% | -95.4% | -32.8% |
| 1Y | -16.4% | -9.5% | -6.9% | -16.9% |
| 3Y | -4.4% | -64.3% | +59.9% | -4.4% |
| 5Y | +6.7% | -99.5% | +106.1% | +15.1% |
| 10Y | +1.4% | -98.9% | +100.4% | +1.1% |
| All | +1.4% | -98.9% | +100.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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