-3.3%
LVS vs AME
+445.1%
-448.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | -1.6% |
| 7D | -3.5% | +1.7% | -5.2% | -4.6% |
| 30D | -6.2% | -6.4% | +0.2% | -2.4% |
| 3M | -14.8% | +7.1% | -21.9% | -19.3% |
| 6M | -20.9% | +8.2% | -29.0% | -26.1% |
| YTD | -33.0% | +18.2% | -51.2% | -41.4% |
| 1Y | -20.0% | +26.7% | -46.8% | -33.6% |
| 3Y | -6.9% | +60.7% | -67.6% | -36.2% |
| 5Y | +9.1% | +91.6% | -82.5% | -34.9% |
| All | -3.3% | +445.1% | -448.4% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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