+20.4%
MCD vs LVS
+4.5%
+15.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -6.1% | -3.9% | -2.2% | -5.8% |
| 3M | -7.3% | -12.9% | +5.6% | -6.3% |
| 6M | -20.9% | -16.9% | -4.0% | -19.9% |
| YTD | -14.7% | -31.2% | +16.6% | -12.4% |
| 1Y | -16.1% | -16.4% | +0.3% | -15.4% |
| 3Y | -1.5% | -4.4% | +2.9% | -2.9% |
| 5Y | +20.4% | +6.7% | +13.8% | +15.6% |
| All | +20.4% | +4.5% | +15.9% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling