-3.3%
LVS vs MTB
+173.8%
-177.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -6.2% | -4.8% | -1.4% | -4.1% |
| 3M | -14.8% | +6.0% | -20.8% | -17.4% |
| 6M | -20.9% | +19.6% | -40.5% | -27.8% |
| YTD | -33.0% | +21.5% | -54.5% | -39.6% |
| 1Y | -20.0% | +24.7% | -44.7% | -28.9% |
| 3Y | -6.9% | +108.6% | -115.5% | -37.5% |
| 5Y | +9.1% | +106.7% | -97.6% | -29.3% |
| All | -3.3% | +173.8% | -177.1% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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