+243.8%
MET vs LVS
0.0%
+243.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -0.5% | -3.5% | +3.0% | +0.7% |
| 30D | +0.5% | -6.2% | +6.7% | +2.6% |
| 3M | +11.6% | -14.8% | +26.4% | +17.4% |
| 6M | +40.8% | -20.9% | +61.6% | +51.1% |
| YTD | +25.7% | -33.0% | +58.7% | +41.7% |
| 1Y | +24.4% | -20.0% | +44.4% | +30.6% |
| 3Y | +67.5% | -6.9% | +74.4% | +61.0% |
| 5Y | +85.8% | +9.1% | +76.7% | +55.1% |
| All | +243.8% | 0.0% | +243.8% | +208.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling