+2.2%
LVS vs MLM
+26.6%
-24.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | -3.9% | -2.0% | -1.9% | -3.1% |
| 30D | +7.1% | +9.5% | -2.5% | +2.9% |
| 3M | -13.2% | -4.7% | -8.5% | -11.6% |
| 6M | -22.8% | -10.7% | -12.1% | -20.1% |
| YTD | -38.0% | -16.6% | -21.5% | -34.6% |
| 1Y | -39.5% | -15.4% | -24.1% | -36.6% |
| 3Y | -12.2% | +15.9% | -28.1% | -24.0% |
| All | +2.2% | +26.6% | -24.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 5y: compounded portfolio wealth divided by compounded MLM 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…
5y analysis · Full analysis span regression · 6 months rolling