+40.9%
LVS vs MLM
+1,176.4%
-1,135.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.8% |
| 7D | +11.1% | -4.1% | +15.2% | +14.2% |
| 30D | +14.7% | +8.2% | +6.5% | +8.4% |
| 3M | -10.9% | -3.6% | -7.4% | -9.2% |
| 6M | -22.3% | -15.6% | -6.8% | -14.9% |
| YTD | -35.8% | -16.4% | -19.4% | -30.3% |
| 1Y | -33.5% | -14.3% | -19.1% | -29.1% |
| 3Y | -11.7% | +19.3% | -31.0% | -27.9% |
| 5Y | +2.6% | +29.6% | -27.0% | -24.0% |
| 10Y | -11.9% | +189.9% | -201.8% | -71.1% |
| All | +40.9% | +1,176.4% | -1,135.5% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling