-7.2%
LVS vs MULL
+2,481.0%
-2,488.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | +0.3% | +14.0% | -13.7% | -0.4% |
| 30D | -3.9% | +24.8% | -28.7% | -5.3% |
| 3M | -12.9% | -16.1% | +3.2% | -14.7% |
| 6M | -16.9% | +330.9% | -347.8% | -31.4% |
| YTD | -31.2% | +545.0% | -576.2% | -46.4% |
| 1Y | -16.4% | +2,427.1% | -2,443.5% | -45.6% |
| All | -7.2% | +2,481.0% | -2,488.3% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling