+83.0%
MET vs LVS
+5.3%
+77.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -0.8% | -2.7% | +2.0% | -0.2% |
| 30D | -1.4% | -4.7% | +3.3% | -0.4% |
| 3M | +12.5% | -15.6% | +28.1% | +16.5% |
| 6M | +37.1% | -18.6% | +55.7% | +42.7% |
| YTD | +23.8% | -32.3% | +56.0% | +33.5% |
| 1Y | +24.1% | -18.0% | +42.1% | +27.5% |
| 3Y | +65.2% | -5.8% | +71.0% | +59.7% |
| All | +83.0% | +5.3% | +77.7% | +66.8% |
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