+57.4%
MAR vs LVS
-31.5%
+88.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.4% | +0.5% |
| 7D | +7.7% | +13.4% | -5.7% | +4.6% |
| 30D | +19.4% | +12.2% | +7.2% | +16.1% |
| 3M | +23.3% | -10.7% | +34.1% | +25.7% |
| 6M | +22.8% | -19.8% | +42.7% | +27.6% |
| YTD | +37.8% | -35.8% | +73.6% | +48.5% |
| 1Y | +57.4% | -31.8% | +89.2% | +63.2% |
| All | +57.4% | -31.5% | +88.9% | +63.2% |
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