-18.3%
LVS vs AMC
-98.1%
+79.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.5% |
| 7D | -1.5% | +2.3% | -3.8% | -1.6% |
| 30D | -3.2% | -0.7% | -2.5% | -3.3% |
| 3M | -12.0% | +35.2% | -47.2% | -13.3% |
| 6M | -19.9% | +124.6% | -144.5% | -22.7% |
| YTD | -30.6% | +69.9% | -100.5% | -32.5% |
| 1Y | -17.7% | -2.6% | -15.2% | -18.5% |
| 3Y | -14.2% | -79.8% | +65.6% | -12.8% |
| 5Y | +9.6% | -99.4% | +109.0% | +19.5% |
| 10Y | +5.7% | -98.9% | +104.5% | +14.0% |
| All | -18.3% | -98.1% | +79.8% | -19.9% |
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