+186.6%
MU vs LVS
-36.4%
+223.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -15.2% | +6.7% | -21.9% | -15.7% |
| 30D | -29.5% | +13.8% | -43.3% | -30.6% |
| 3M | -15.8% | -9.5% | -6.3% | -13.2% |
| 6M | -2.9% | -22.0% | +19.1% | +5.1% |
| YTD | +154.2% | -35.7% | +189.9% | +193.6% |
| 1Y | +186.6% | -36.7% | +223.3% | +239.2% |
| All | +186.6% | -36.4% | +223.0% | +239.2% |
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