+1,304.7%
MAR vs LVS
+67.7%
+1,236.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -6.9% | -3.9% | -3.0% | -5.9% |
| 3M | -15.8% | -12.9% | -3.0% | -12.6% |
| 6M | +1.9% | -16.9% | +18.9% | +7.0% |
| YTD | +6.6% | -31.2% | +37.9% | +17.3% |
| 1Y | +23.7% | -16.4% | +40.1% | +27.9% |
| 3Y | +64.6% | -4.4% | +69.0% | +60.8% |
| 5Y | +156.4% | +6.7% | +149.7% | +133.7% |
| 10Y | +415.4% | +1.4% | +413.9% | +375.9% |
| All | +1,304.7% | +67.7% | +1,236.9% | +796.6% |
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