+48.7%
LVS vs MDY
+643.1%
-594.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.1% |
| 7D | -2.7% | -0.8% | -1.9% | -1.7% |
| 30D | -4.7% | -3.9% | -0.8% | +0.3% |
| 3M | -15.6% | 0.0% | -15.5% | -16.1% |
| 6M | -18.6% | +8.5% | -27.2% | -27.9% |
| YTD | -32.3% | +13.2% | -45.5% | -43.4% |
| 1Y | -18.0% | +15.0% | -33.0% | -33.2% |
| 3Y | -5.8% | +49.6% | -55.4% | -47.7% |
| 5Y | +5.7% | +46.0% | -40.3% | -39.4% |
| 10Y | 0.0% | +176.4% | -176.3% | -78.6% |
| All | +48.7% | +643.1% | -594.4% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling