+4.5%
MO vs LVS
-17.2%
+21.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.7% |
| 7D | -2.4% | -2.7% | +0.3% | -2.9% |
| 30D | +3.6% | -4.7% | +8.3% | +2.8% |
| 3M | -3.7% | -15.6% | +11.9% | -7.9% |
| 6M | +4.5% | -18.6% | +23.1% | -0.6% |
| All | +4.5% | -17.2% | +21.7% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling