+372.5%
MET vs LVS
+69.2%
+303.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.2% | -1.5% | +2.6% | +1.6% |
| 30D | +1.4% | -3.2% | +4.6% | +2.3% |
| 3M | +17.7% | -12.0% | +29.7% | +21.7% |
| 6M | +35.0% | -19.9% | +54.9% | +42.8% |
| YTD | +26.3% | -30.6% | +56.9% | +38.3% |
| 1Y | +22.8% | -17.7% | +40.6% | +27.2% |
| 3Y | +65.9% | -14.2% | +80.2% | +65.9% |
| 5Y | +85.4% | +9.6% | +75.7% | +63.7% |
| 10Y | +253.7% | +5.7% | +248.0% | +207.3% |
| All | +372.5% | +69.2% | +303.3% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling