-3.9%
MCD vs LVS
-31.5%
+27.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.5% | 0.0% | +5.5% |
| 7D | +11.9% | +13.4% | -1.5% | +10.1% |
| 30D | +20.2% | +12.2% | +8.1% | +18.4% |
| 3M | +5.2% | -10.7% | +15.9% | +5.5% |
| 6M | 0.0% | -19.8% | +19.8% | +0.3% |
| YTD | -6.5% | -35.8% | +29.3% | -6.3% |
| 1Y | -3.9% | -31.8% | +27.9% | -4.3% |
| All | -3.9% | -31.5% | +27.6% | -4.3% |
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