+193.4%
MCD vs LVS
-10.5%
+203.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +14.1% | +10.0% | +4.1% | +12.5% |
| 3M | +0.6% | -11.0% | +11.6% | +2.3% |
| 6M | 0.0% | -20.1% | +20.2% | +3.2% |
| YTD | -9.3% | -36.3% | +27.1% | -3.7% |
| 1Y | -9.3% | -36.8% | +27.5% | -3.7% |
| 3Y | +8.6% | -9.5% | +18.2% | +7.1% |
| 5Y | +21.9% | +9.3% | +12.6% | +12.1% |
| All | +193.4% | -10.5% | +203.9% | +174.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling