-3.3%
LVS vs MKTX
+5.0%
-8.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.5% | -0.2% | -3.2% | -3.4% |
| 30D | -6.2% | +0.7% | -7.0% | -6.3% |
| 3M | -14.8% | +40.8% | -55.6% | -19.9% |
| 6M | -20.9% | -8.0% | -12.9% | -20.4% |
| YTD | -33.0% | -8.7% | -24.3% | -32.6% |
| 1Y | -20.0% | -11.8% | -8.2% | -19.1% |
| 3Y | -6.9% | -24.0% | +17.1% | -5.6% |
| 5Y | +9.1% | -60.3% | +69.4% | +21.4% |
| All | -3.3% | +5.0% | -8.4% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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