+213.3%
MCD vs LVS
-13.0%
+226.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +7.3% | +6.7% | +0.6% | +6.3% |
| 30D | +20.0% | +13.8% | +6.2% | +17.7% |
| 3M | +3.8% | -9.5% | +13.3% | +5.3% |
| 6M | +3.8% | -22.0% | +25.8% | +7.4% |
| YTD | -5.9% | -35.7% | +29.8% | -0.3% |
| 1Y | -3.2% | -36.7% | +33.4% | +2.7% |
| 3Y | +13.3% | -8.8% | +22.1% | +11.6% |
| 5Y | +25.2% | +9.5% | +15.7% | +15.2% |
| 10Y | +213.3% | -10.9% | +224.3% | +193.1% |
| All | +213.3% | -13.0% | +226.3% | +193.1% |
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