+19.7%
LVS vs MTUM
+595.4%
-575.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.2% |
| 7D | -4.3% | +1.2% | -5.5% | -5.2% |
| 30D | -6.8% | -1.7% | -5.1% | -5.9% |
| 3M | -15.6% | -0.5% | -15.2% | -17.7% |
| 6M | -20.6% | +22.3% | -42.9% | -35.7% |
| YTD | -33.4% | +21.4% | -54.8% | -46.0% |
| 1Y | -20.1% | +20.0% | -40.2% | -34.8% |
| 3Y | -7.4% | +113.0% | -120.4% | -55.9% |
| 5Y | +8.5% | +77.3% | -68.8% | -38.5% |
| 10Y | -1.7% | +350.5% | -352.1% | -79.1% |
| All | +19.7% | +595.4% | -575.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling