-9.5%
LVS vs AME
+444.5%
-453.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.4% |
| 7D | -0.8% | +5.9% | -6.7% | -4.5% |
| 30D | +10.0% | -1.9% | +11.9% | +10.4% |
| 3M | -11.0% | -5.4% | -5.7% | -8.9% |
| 6M | -20.1% | +4.9% | -25.1% | -24.3% |
| YTD | -36.3% | +18.5% | -54.8% | -45.0% |
| 1Y | -36.8% | +25.5% | -62.3% | -47.6% |
| 3Y | -9.5% | +63.0% | -72.6% | -39.4% |
| 5Y | +9.3% | +78.3% | -69.0% | -32.1% |
| All | -9.5% | +444.5% | -453.9% | -69.3% |
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