+52.3%
LVS vs MLM
+1,168.1%
-1,115.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.1% |
| 7D | -1.5% | -2.9% | +1.4% | +0.5% |
| 30D | -3.2% | -6.8% | +3.6% | +1.4% |
| 3M | -12.0% | -11.2% | -0.7% | -6.0% |
| 6M | -19.9% | -21.8% | +1.9% | -7.5% |
| YTD | -30.6% | -17.0% | -13.7% | -24.1% |
| 1Y | -17.7% | -16.4% | -1.4% | -10.9% |
| 3Y | -14.2% | +14.5% | -28.7% | -28.1% |
| 5Y | +9.6% | +41.7% | -32.1% | -24.3% |
| 10Y | +5.7% | +200.0% | -194.4% | -66.5% |
| All | +52.3% | +1,168.1% | -1,115.8% | -84.2% |
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