+52.3%
LVS vs AME
+2,557.0%
-2,504.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.6% |
| 7D | -1.5% | +0.6% | -2.1% | -2.0% |
| 30D | -3.2% | -6.7% | +3.5% | +2.3% |
| 3M | -12.0% | +4.1% | -16.1% | -16.1% |
| 6M | -19.9% | +1.6% | -21.5% | -22.8% |
| YTD | -30.6% | +16.1% | -46.8% | -40.8% |
| 1Y | -17.7% | +27.3% | -45.1% | -35.7% |
| 3Y | -14.2% | +50.9% | -65.1% | -44.3% |
| 5Y | +9.6% | +81.4% | -71.7% | -40.8% |
| 10Y | +5.7% | +417.0% | -411.3% | -80.3% |
| All | +52.3% | +2,557.0% | -2,504.7% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling