+4,524.1%
MU vs LVS
-12.8%
+4,536.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -0.5% |
| 7D | +21.6% | -3.9% | +25.5% | +23.7% |
| 30D | -16.2% | +7.1% | -23.3% | -19.6% |
| 3M | -12.4% | -13.2% | +0.8% | -7.4% |
| 6M | +4.2% | -22.8% | +27.0% | +15.9% |
| YTD | +180.0% | -38.0% | +218.0% | +241.9% |
| 1Y | +226.4% | -39.5% | +265.9% | +304.1% |
| 3Y | +969.7% | -12.2% | +981.9% | +954.0% |
| 5Y | +957.9% | +6.4% | +951.5% | +775.8% |
| All | +4,524.1% | -12.8% | +4,536.9% | +4,069.6% |
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 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