+67.5%
MA vs LVS
+4.5%
+63.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | +1.4% | -3.9% | +5.3% | +2.2% |
| 3M | +17.7% | -12.9% | +30.6% | +21.2% |
| 6M | +9.7% | -16.9% | +26.6% | +13.7% |
| YTD | +0.5% | -31.2% | +31.7% | +8.0% |
| 1Y | -2.1% | -16.4% | +14.3% | 0.0% |
| 3Y | +40.1% | -4.4% | +44.5% | +34.8% |
| 5Y | +67.5% | +6.7% | +60.8% | +48.9% |
| All | +67.5% | +4.5% | +63.0% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling