+1,925.8%
MRVL vs LVS
0.0%
+1,925.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | +5.6% | -3.5% | +9.1% | +7.2% |
| 30D | +8.8% | -6.2% | +15.0% | +11.4% |
| 3M | -15.9% | -14.8% | -1.0% | -10.7% |
| 6M | +161.3% | -20.9% | +182.1% | +183.4% |
| YTD | +178.2% | -33.0% | +211.3% | +222.2% |
| 1Y | +255.3% | -20.0% | +275.3% | +275.3% |
| 3Y | +323.1% | -6.9% | +330.0% | +303.5% |
| 5Y | +293.2% | +9.1% | +284.1% | +235.8% |
| All | +1,925.8% | 0.0% | +1,925.8% | +1,664.9% |
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