+950.8%
MU vs LVS
-9.1%
+959.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.5% |
| 7D | +12.8% | -0.8% | +13.6% | +13.0% |
| 30D | -14.9% | +10.0% | -24.9% | -18.5% |
| 3M | -18.0% | -11.0% | -7.0% | -14.6% |
| 6M | -3.1% | -20.1% | +17.0% | +5.5% |
| YTD | +172.9% | -36.3% | +209.2% | +225.7% |
| 1Y | +228.8% | -36.8% | +265.7% | +294.5% |
| 3Y | +950.8% | -9.5% | +960.4% | +808.4% |
| All | +950.8% | -9.1% | +959.9% | +808.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling