+10.4%
MMM vs LVS
-18.2%
+28.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -3.3% | -1.5% | -1.8% | -3.1% |
| 30D | -7.0% | -3.2% | -3.8% | -6.7% |
| 3M | +10.8% | -12.0% | +22.8% | +12.6% |
| 6M | +5.8% | -19.9% | +25.7% | +8.7% |
| YTD | +6.8% | -30.6% | +37.4% | +11.3% |
| 1Y | +10.4% | -17.7% | +28.1% | +11.2% |
| All | +10.4% | -18.2% | +28.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling