-18.3%
MDT vs LVS
+3.5%
-21.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.0% |
| 30D | +1.0% | -6.8% | +7.9% | +2.0% |
| 3M | +15.2% | -15.6% | +30.8% | +17.8% |
| 6M | +3.7% | -20.6% | +24.3% | +6.7% |
| YTD | -3.0% | -33.4% | +30.4% | +2.0% |
| 1Y | +2.5% | -20.1% | +22.6% | +4.7% |
| 3Y | +26.5% | -7.4% | +33.9% | +24.2% |
| 5Y | -18.3% | +8.5% | -26.8% | -24.4% |
| All | -18.3% | +3.5% | -21.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling