+50.9%
LVS vs MKC
+329.3%
-278.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +0.3% | -4.3% | +4.7% | +2.2% |
| 30D | -3.9% | -2.0% | -1.9% | -3.2% |
| 3M | -12.9% | +10.0% | -22.9% | -16.7% |
| 6M | -16.9% | -18.5% | +1.6% | -10.6% |
| YTD | -31.2% | -22.4% | -8.8% | -24.8% |
| 1Y | -16.4% | -23.6% | +7.2% | -8.4% |
| 3Y | -4.4% | -30.4% | +26.0% | +7.6% |
| 5Y | +6.7% | -34.2% | +40.9% | +18.6% |
| 10Y | +1.4% | +26.8% | -25.4% | -33.0% |
| All | +50.9% | +329.3% | -278.4% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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