+6,181.4%
MU vs LVS
+56.9%
+6,124.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | -15.2% | +6.7% | -21.9% | -17.3% |
| 30D | -29.5% | +13.8% | -43.3% | -32.8% |
| 3M | -15.8% | -9.5% | -6.3% | -13.7% |
| 6M | -2.9% | -22.0% | +19.1% | +4.1% |
| YTD | +154.2% | -35.7% | +189.9% | +188.2% |
| 1Y | +186.6% | -36.7% | +223.3% | +226.9% |
| 3Y | +871.5% | -8.8% | +880.3% | +866.6% |
| 5Y | +911.7% | +9.5% | +902.2% | +816.7% |
| 10Y | +4,277.4% | -10.9% | +4,288.3% | +4,047.7% |
| All | +6,181.4% | +56.9% | +6,124.4% | +4,068.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling