+76.3%
MMM vs LVS
-10.5%
+86.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +12.1% | +10.0% | +2.1% | +9.8% |
| 3M | +1.4% | -11.0% | +12.5% | +4.0% |
| 6M | +26.6% | -20.1% | +46.7% | +32.6% |
| YTD | +16.8% | -36.3% | +53.2% | +28.1% |
| 1Y | +10.1% | -36.8% | +46.9% | +20.9% |
| 3Y | +158.4% | -9.5% | +168.0% | +154.8% |
| 5Y | +43.1% | +9.3% | +33.8% | +30.2% |
| All | +76.3% | -10.5% | +86.8% | +65.1% |
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