+306.7%
MRVL vs LVS
-8.3%
+315.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.9% |
| 7D | +8.7% | -4.3% | +13.0% | +10.2% |
| 30D | +6.9% | -6.8% | +13.7% | +9.1% |
| 3M | -10.1% | -15.6% | +5.5% | -5.5% |
| 6M | +143.4% | -20.6% | +164.0% | +159.0% |
| YTD | +167.5% | -33.4% | +200.9% | +204.5% |
| 1Y | +239.0% | -20.1% | +259.1% | +252.1% |
| All | +306.7% | -8.3% | +315.1% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling