+51.2%
MMM vs LVS
-0.5%
+51.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.6% |
| 7D | -3.2% | -4.3% | +1.1% | -2.3% |
| 30D | -10.7% | -6.8% | -3.9% | -9.3% |
| 3M | +4.3% | -15.6% | +19.9% | +8.1% |
| 6M | +5.9% | -20.6% | +26.5% | +11.0% |
| YTD | +3.2% | -33.4% | +36.6% | +12.0% |
| 1Y | +8.0% | -20.1% | +28.1% | +12.0% |
| 3Y | +99.1% | -7.4% | +106.5% | +95.3% |
| 5Y | +25.7% | +8.5% | +17.2% | +14.4% |
| All | +51.2% | -0.5% | +51.7% | +39.6% |
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