+21.3%
MAR vs LVS
-20.7%
+42.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +13.8% | +10.0% | +3.8% | +9.7% |
| 3M | +20.3% | -11.0% | +31.3% | +24.1% |
| 6M | +21.3% | -20.1% | +41.5% | +29.3% |
| All | +21.3% | -20.7% | +42.0% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling