-25.4%
LVS vs AMC
-97.5%
+72.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.3% | -9.6% | -1.6% |
| 7D | +5.2% | +6.6% | -1.4% | +4.9% |
| 30D | +12.0% | +14.1% | -2.1% | +11.4% |
| 3M | -11.5% | +31.3% | -42.8% | -12.5% |
| 6M | -23.2% | +126.7% | -149.9% | -25.9% |
| YTD | -36.7% | +117.9% | -154.6% | -39.0% |
| 1Y | -36.8% | +41.1% | -77.9% | -38.2% |
| 3Y | -10.5% | -61.0% | +50.4% | -10.7% |
| 5Y | +5.1% | -99.1% | +104.2% | +13.2% |
| 10Y | -14.0% | -98.7% | +84.7% | -5.3% |
| All | -25.4% | -97.5% | +72.1% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling