+5,744.5%
MU vs LVS
-0.5%
+5,745.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.1% |
| 7D | +2.0% | -4.3% | +6.3% | +4.2% |
| 30D | +12.5% | -6.8% | +19.4% | +16.1% |
| 3M | +9.6% | -15.6% | +25.2% | +17.9% |
| 6M | +142.6% | -20.6% | +163.2% | +168.1% |
| YTD | +242.7% | -33.4% | +276.1% | +308.6% |
| 1Y | +599.3% | -20.1% | +619.4% | +655.6% |
| 3Y | +1,308.3% | -7.4% | +1,315.7% | +1,264.9% |
| 5Y | +1,263.7% | +8.5% | +1,255.2% | +1,021.0% |
| All | +5,744.5% | -0.5% | +5,745.0% | +4,896.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling