+118.8%
MRVL vs LVS
+8.6%
+110.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.4% | -5.8% |
| 7D | +11.0% | -0.8% | +11.9% | +11.2% |
| 30D | -36.1% | +10.0% | -46.1% | -39.3% |
| 3M | -29.4% | -11.0% | -18.4% | -26.7% |
| 6M | -11.9% | -20.1% | +8.3% | -4.8% |
| YTD | +84.8% | -36.3% | +121.1% | +119.6% |
| 1Y | +79.4% | -36.8% | +116.3% | +113.8% |
| 3Y | +195.7% | -9.5% | +205.3% | +173.6% |
| All | +118.8% | +8.6% | +110.2% | +73.2% |
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