-9.6%
LVS vs MULL
+2,337.2%
-2,346.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -3.5% | -8.4% | +5.0% | -3.1% |
| 30D | -6.2% | +9.7% | -15.9% | -6.9% |
| 3M | -14.8% | -26.8% | +11.9% | -15.8% |
| 6M | -20.9% | +220.7% | -241.6% | -33.0% |
| YTD | -33.0% | +509.0% | -542.1% | -47.6% |
| 1Y | -20.0% | +1,739.5% | -1,759.5% | -46.0% |
| All | -9.6% | +2,337.2% | -2,346.8% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling