+78.1%
MMM vs LVS
-12.8%
+90.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -0.8% | -3.9% | +3.1% | +0.1% |
| 30D | +14.4% | +7.1% | +7.4% | +12.7% |
| 3M | +1.8% | -13.2% | +15.0% | +4.9% |
| 6M | +31.3% | -22.8% | +54.1% | +38.6% |
| YTD | +18.0% | -38.0% | +56.0% | +30.2% |
| 1Y | +10.9% | -39.5% | +50.3% | +22.9% |
| 3Y | +160.6% | -12.2% | +172.8% | +158.7% |
| 5Y | +44.5% | +6.4% | +38.1% | +32.3% |
| All | +78.1% | -12.8% | +90.9% | +67.7% |
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