+216.1%
LVS vs MXL
+298.4%
-82.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -2.7% |
| 7D | -2.7% | +19.0% | -21.7% | -5.5% |
| 30D | -4.7% | +4.5% | -9.2% | -6.0% |
| 3M | -15.6% | -1.5% | -14.1% | -19.2% |
| 6M | -18.6% | +348.6% | -367.3% | -46.1% |
| YTD | -32.3% | +310.3% | -342.5% | -54.6% |
| 1Y | -18.0% | +344.7% | -362.7% | -46.6% |
| 3Y | -5.8% | +211.2% | -217.0% | -41.8% |
| 5Y | +5.7% | +34.8% | -29.1% | -24.4% |
| 10Y | 0.0% | +286.5% | -286.5% | -49.7% |
| All | +216.1% | +298.4% | -82.2% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling