+10.5%
MCD vs LVS
-11.1%
+21.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | +7.1% | +11.1% | -3.9% | +6.1% |
| 30D | +19.8% | +14.7% | +5.1% | +18.3% |
| 3M | +0.8% | -10.9% | +11.8% | +1.5% |
| 6M | -1.3% | -22.3% | +21.0% | +0.1% |
| YTD | -7.8% | -35.8% | +28.1% | -5.4% |
| 1Y | -5.0% | -33.5% | +28.5% | -2.9% |
| 3Y | +10.5% | -11.7% | +22.3% | +8.9% |
| All | +10.5% | -11.1% | +21.7% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling