+67.0%
MAR vs LVS
-6.8%
+73.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -0.5% | -2.7% | +2.2% | +0.3% |
| 30D | -4.7% | -4.7% | 0.0% | -3.4% |
| 3M | -15.6% | -15.6% | 0.0% | -11.6% |
| 6M | +1.2% | -18.6% | +19.9% | +6.8% |
| YTD | +7.5% | -32.3% | +39.8% | +18.8% |
| 1Y | +26.6% | -18.0% | +44.6% | +31.2% |
| All | +67.0% | -6.8% | +73.8% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling