-10.1%
LVS vs MULL
+2,366.2%
-2,376.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.3% | +7.7% | -1.2% |
| 7D | -4.3% | +3.6% | -7.9% | -4.5% |
| 30D | -6.8% | +22.0% | -28.8% | -8.1% |
| 3M | -15.6% | -8.6% | -7.0% | -18.0% |
| 6M | -20.6% | +248.5% | -269.1% | -33.2% |
| YTD | -33.4% | +516.3% | -549.7% | -47.9% |
| 1Y | -20.1% | +2,036.6% | -2,056.8% | -47.1% |
| All | -10.1% | +2,366.2% | -2,376.3% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling