+719.8%
MU vs LVS
-18.2%
+737.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +9.0% | -1.5% | +10.5% | +9.3% |
| 30D | +13.8% | -3.2% | +17.0% | +14.5% |
| 3M | +2.1% | -12.0% | +14.1% | +5.5% |
| 6M | +153.8% | -19.9% | +173.7% | +167.8% |
| YTD | +256.4% | -30.6% | +287.0% | +286.7% |
| 1Y | +719.8% | -17.7% | +737.5% | +782.6% |
| All | +719.8% | -18.2% | +737.9% | +782.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling