+1,383.8%
MRVL vs LVS
+69.2%
+1,314.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.3% | +7.4% | +7.1% |
| 7D | +3.2% | -1.5% | +4.7% | +3.6% |
| 30D | +5.9% | -3.2% | +9.2% | +6.6% |
| 3M | -29.3% | -12.0% | -17.4% | -27.4% |
| 6M | +186.5% | -19.9% | +206.4% | +199.0% |
| YTD | +163.4% | -30.6% | +194.1% | +183.8% |
| 1Y | +249.5% | -17.7% | +267.2% | +259.3% |
| 3Y | +289.4% | -14.2% | +303.6% | +292.3% |
| 5Y | +270.2% | +9.6% | +260.6% | +248.1% |
| 10Y | +1,748.8% | +5.7% | +1,743.2% | +1,612.9% |
| All | +1,383.8% | +69.2% | +1,314.6% | +922.4% |
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