+102.7%
MO vs LVS
+8.6%
+94.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | +7.1% | -6.2% | +13.4% | +7.4% |
| 3M | -2.0% | -14.8% | +12.9% | -1.3% |
| 6M | +7.3% | -20.9% | +28.2% | +8.2% |
| YTD | +23.5% | -33.0% | +56.5% | +25.5% |
| 1Y | +11.0% | -20.0% | +31.0% | +11.8% |
| 3Y | +95.0% | -6.9% | +101.9% | +93.8% |
| All | +102.7% | +8.6% | +94.1% | +98.1% |
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 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