+355.1%
MDLZ vs LVS
+69.2%
+285.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.6% |
| 30D | -2.1% | -3.2% | +1.1% | -1.8% |
| 3M | +1.3% | -12.0% | +13.3% | +2.4% |
| 6M | +6.2% | -19.9% | +26.1% | +8.0% |
| YTD | +15.8% | -30.6% | +46.4% | +19.0% |
| 1Y | +4.1% | -17.7% | +21.9% | +5.2% |
| 3Y | -4.1% | -14.2% | +10.1% | -4.3% |
| 5Y | +13.4% | +9.6% | +3.7% | +8.7% |
| 10Y | +75.7% | +5.7% | +70.1% | +65.6% |
| All | +355.1% | +69.2% | +285.9% | +284.2% |
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 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