-3.3%
LVS vs MDY
+177.2%
-180.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -3.5% | -1.9% | -1.6% | -1.6% |
| 30D | -6.2% | -4.6% | -1.6% | -1.7% |
| 3M | -14.8% | -1.2% | -13.6% | -14.1% |
| 6M | -20.9% | +9.2% | -30.1% | -28.3% |
| YTD | -33.0% | +13.1% | -46.1% | -41.5% |
| 1Y | -20.0% | +13.0% | -33.0% | -30.2% |
| 3Y | -6.9% | +49.2% | -56.1% | -39.9% |
| 5Y | +9.1% | +47.2% | -38.2% | -27.6% |
| All | -3.3% | +177.2% | -180.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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