+15,762.5%
MA vs LVS
+7.2%
+15,755.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +1.8% | +6.7% | -4.9% | +0.5% |
| 30D | +11.8% | +13.8% | -1.9% | +8.9% |
| 3M | +17.2% | -9.5% | +26.6% | +19.4% |
| 6M | +33.4% | -22.0% | +55.4% | +40.0% |
| YTD | +16.1% | -35.7% | +51.8% | +26.0% |
| 1Y | +19.9% | -36.7% | +56.6% | +30.4% |
| 3Y | +70.1% | -8.8% | +78.9% | +67.9% |
| 5Y | +89.6% | +9.5% | +80.1% | +75.1% |
| 10Y | +568.4% | -10.9% | +579.3% | +525.9% |
| All | +15,762.5% | +7.2% | +15,755.3% | +13,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling