+1,319.3%
MU vs LVS
+4.5%
+1,314.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +7.2% | +0.3% | +6.8% | +7.0% |
| 30D | +14.0% | -3.9% | +17.9% | +15.6% |
| 3M | +5.4% | -12.9% | +18.2% | +10.7% |
| 6M | +170.3% | -16.9% | +187.2% | +189.2% |
| YTD | +250.7% | -31.2% | +281.9% | +302.8% |
| 1Y | +662.1% | -16.4% | +678.5% | +700.2% |
| 3Y | +1,341.2% | -4.4% | +1,345.6% | +1,270.6% |
| 5Y | +1,319.3% | +6.7% | +1,312.7% | +1,086.8% |
| All | +1,319.3% | +4.5% | +1,314.8% | +1,086.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling