+27.0%
MMM vs LVS
+4.5%
+22.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -8.0% | -3.9% | -4.1% | -7.4% |
| 3M | +9.4% | -12.9% | +22.2% | +12.0% |
| 6M | +10.2% | -16.9% | +27.2% | +13.7% |
| YTD | +6.1% | -31.2% | +37.4% | +13.0% |
| 1Y | +10.8% | -16.4% | +27.2% | +13.2% |
| 3Y | +104.8% | -4.4% | +109.2% | +99.1% |
| 5Y | +27.0% | +6.7% | +20.4% | +21.2% |
| All | +27.0% | +4.5% | +22.5% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling