+19.9%
MA vs LVS
-36.4%
+56.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +1.8% | +6.7% | -4.9% | +0.8% |
| 30D | +11.8% | +13.8% | -1.9% | +9.8% |
| 3M | +17.2% | -9.5% | +26.6% | +17.7% |
| 6M | +33.4% | -22.0% | +55.4% | +34.8% |
| YTD | +16.1% | -35.7% | +51.8% | +15.4% |
| 1Y | +19.9% | -36.7% | +56.6% | +19.1% |
| All | +19.9% | -36.4% | +56.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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