-31.8%
LVS vs MXL
+276.5%
-308.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -11.1% | +17.6% | +6.5% |
| 7D | +13.4% | -24.3% | +37.7% | +13.4% |
| 30D | +12.2% | -46.1% | +58.3% | +12.3% |
| 3M | -10.7% | -21.8% | +11.1% | -10.9% |
| 6M | -19.8% | -27.2% | +7.4% | -20.5% |
| YTD | -35.8% | +226.2% | -262.0% | -44.2% |
| 1Y | -31.8% | +297.0% | -328.8% | -42.0% |
| All | -31.8% | +276.5% | -308.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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