+50.9%
LVS vs MTB
+327.1%
-276.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +0.3% | +2.8% | -2.4% | -1.4% |
| 30D | -3.9% | -4.2% | +0.3% | -1.4% |
| 3M | -12.9% | +7.8% | -20.6% | -17.3% |
| 6M | -16.9% | +14.8% | -31.8% | -24.7% |
| YTD | -31.2% | +20.8% | -52.0% | -39.9% |
| 1Y | -16.4% | +23.1% | -39.5% | -28.2% |
| 3Y | -4.4% | +114.8% | -119.3% | -45.5% |
| 5Y | +6.7% | +103.3% | -96.6% | -41.0% |
| 10Y | +1.4% | +173.0% | -171.5% | -60.8% |
| All | +50.9% | +327.1% | -276.1% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling