+265.1%
MU vs LVS
-31.5%
+296.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.5% | -13.5% | -7.7% |
| 7D | -19.1% | +13.4% | -32.5% | -20.7% |
| 30D | -25.2% | +12.2% | -37.4% | -26.5% |
| 3M | -10.9% | -10.7% | -0.2% | -7.7% |
| 6M | +38.0% | -19.8% | +57.8% | +48.1% |
| YTD | +178.8% | -35.8% | +214.6% | +225.3% |
| 1Y | +265.1% | -31.8% | +296.9% | +295.2% |
| All | +265.1% | -31.5% | +296.7% | +295.2% |
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 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