+291.4%
MRVL vs LVS
+5.3%
+286.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.7% | +4.9% |
| 7D | +13.8% | -2.7% | +16.5% | +15.1% |
| 30D | +12.7% | -4.7% | +17.4% | +14.7% |
| 3M | -11.9% | -15.6% | +3.7% | -6.0% |
| 6M | +153.8% | -18.6% | +172.5% | +172.3% |
| YTD | +177.0% | -32.3% | +209.2% | +221.1% |
| 1Y | +252.3% | -18.0% | +270.4% | +267.3% |
| 3Y | +325.5% | -5.8% | +331.4% | +294.2% |
| All | +291.4% | +5.3% | +286.1% | +217.3% |
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 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