+33.3%
MELI vs LVS
-7.9%
+41.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.1% | -3.5% | -0.6% | -3.4% |
| 30D | +3.8% | -6.2% | +10.0% | +5.2% |
| 3M | +17.8% | -14.8% | +32.7% | +21.7% |
| 6M | +7.4% | -20.9% | +28.3% | +12.5% |
| YTD | -5.8% | -33.0% | +27.2% | +1.2% |
| 1Y | -18.9% | -20.0% | +1.2% | -15.6% |
| 3Y | +33.3% | -6.9% | +40.3% | +28.9% |
| All | +33.3% | -7.9% | +41.2% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling