+41.3%
LVS vs AMCR
+97.2%
-55.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.5% |
| 7D | -2.7% | -6.3% | +3.6% | -0.5% |
| 30D | -4.7% | -7.1% | +2.4% | -2.2% |
| 3M | -15.6% | +12.7% | -28.2% | -19.3% |
| 6M | -18.6% | +5.2% | -23.8% | -20.8% |
| YTD | -32.3% | +8.1% | -40.3% | -34.9% |
| 1Y | -18.0% | +11.7% | -29.7% | -22.3% |
| 3Y | -5.8% | +9.9% | -15.8% | -11.0% |
| 5Y | +5.7% | -8.7% | +14.4% | +6.2% |
| 10Y | 0.0% | +16.8% | -16.8% | -10.8% |
| All | +41.3% | +97.2% | -55.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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