+48.7%
LVS vs MTCH
+535.5%
-486.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | -4.7% | +12.8% | -17.5% | -8.7% |
| 3M | -15.6% | +20.0% | -35.5% | -21.4% |
| 6M | -18.6% | +34.7% | -53.4% | -27.6% |
| YTD | -32.3% | +30.6% | -62.8% | -39.3% |
| 1Y | -18.0% | +10.9% | -29.0% | -22.3% |
| 3Y | -5.8% | -2.0% | -3.8% | -10.9% |
| 5Y | +5.7% | -72.6% | +78.4% | +51.8% |
| 10Y | 0.0% | +197.9% | -197.9% | -64.0% |
| All | +48.7% | +535.5% | -486.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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