+110.9%
MO vs LVS
0.0%
+110.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +0.1% | -3.5% | +3.6% | +0.6% |
| 30D | +7.1% | -6.2% | +13.4% | +7.9% |
| 3M | -2.0% | -14.8% | +12.9% | -0.2% |
| 6M | +7.3% | -20.9% | +28.2% | +9.9% |
| YTD | +23.5% | -33.0% | +56.5% | +29.0% |
| 1Y | +11.0% | -20.0% | +31.0% | +13.1% |
| 3Y | +95.0% | -6.9% | +101.9% | +91.9% |
| 5Y | +100.6% | +9.1% | +91.5% | +85.7% |
| All | +110.9% | 0.0% | +110.8% | +97.0% |
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