-0.4%
MDT vs LVS
-19.9%
+19.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -3.4% | -3.5% | +0.1% | -3.2% |
| 30D | +0.2% | -6.2% | +6.5% | +0.6% |
| 3M | +14.3% | -14.8% | +29.1% | +14.9% |
| 6M | +4.0% | -20.9% | +24.9% | +4.6% |
| YTD | -3.7% | -33.0% | +29.4% | -3.4% |
| 1Y | -0.4% | -20.0% | +19.7% | +1.4% |
| All | -0.4% | -19.9% | +19.5% | +1.4% |
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