+26.0%
MAR vs LVS
-19.9%
+45.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -0.5% | -3.5% | +2.9% | 0.0% |
| 30D | -5.4% | -6.2% | +0.8% | -4.5% |
| 3M | -15.5% | -14.8% | -0.7% | -13.5% |
| 6M | +3.0% | -20.9% | +23.8% | +6.2% |
| YTD | +8.5% | -33.0% | +41.6% | +13.3% |
| 1Y | +26.0% | -20.0% | +46.0% | +30.8% |
| All | +26.0% | -19.9% | +45.9% | +30.8% |
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