+6.4%
LVS vs MTUM
+78.7%
-72.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.3% |
| 7D | -3.5% | +0.7% | -4.2% | -3.9% |
| 30D | -6.2% | -2.4% | -3.8% | -5.0% |
| 3M | -14.8% | -3.6% | -11.2% | -14.6% |
| 6M | -20.9% | +23.7% | -44.5% | -35.7% |
| YTD | -33.0% | +22.9% | -56.0% | -45.6% |
| 1Y | -20.0% | +21.8% | -41.8% | -34.6% |
| 3Y | -6.9% | +114.4% | -121.4% | -57.2% |
| All | +6.4% | +78.7% | -72.2% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 5y: compounded portfolio wealth divided by compounded MTUM 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…
5y analysis · Full analysis span regression · 6 months rolling