-31.8%
LVS vs MULL
+444.9%
-476.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -13.8% | +20.2% | +6.6% |
| 7D | +13.4% | -35.9% | +49.3% | +13.9% |
| 30D | +12.2% | -47.3% | +59.5% | +12.9% |
| 3M | -10.7% | -30.6% | +19.8% | -10.7% |
| 6M | -19.8% | +13.7% | -33.5% | -23.7% |
| YTD | -35.8% | +272.1% | -307.9% | -42.6% |
| 1Y | -31.8% | +475.1% | -506.9% | -41.2% |
| All | -31.8% | +444.9% | -476.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling