+1,656.9%
MO vs LVS
+67.7%
+1,589.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -0.3% | -3.9% | +3.6% | 0.0% |
| 3M | -2.9% | -12.9% | +9.9% | -2.1% |
| 6M | +5.8% | -16.9% | +22.7% | +6.9% |
| YTD | +22.0% | -31.2% | +53.3% | +24.9% |
| 1Y | +10.7% | -16.4% | +27.1% | +11.6% |
| 3Y | +94.4% | -4.4% | +98.8% | +92.6% |
| 5Y | +97.2% | +6.7% | +90.5% | +90.8% |
| 10Y | +103.0% | +1.4% | +101.5% | +94.7% |
| All | +1,656.9% | +67.7% | +1,589.2% | +1,492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling