+1,427.8%
MCD vs LVS
+54.7%
+1,373.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -1.9% | -1.3% | -0.7% | -1.8% |
| 30D | +16.6% | +12.2% | +4.4% | +15.4% |
| 3M | +0.9% | -11.3% | +12.2% | +2.0% |
| 6M | +1.5% | -21.6% | +23.1% | +3.7% |
| YTD | -8.3% | -36.6% | +28.3% | -4.8% |
| 1Y | -8.1% | -38.4% | +30.3% | -4.3% |
| 3Y | +10.3% | -10.2% | +20.5% | +9.8% |
| 5Y | +23.4% | +9.4% | +14.0% | +18.4% |
| 10Y | +205.9% | -11.3% | +217.2% | +193.2% |
| All | +1,427.8% | +54.7% | +1,373.1% | +1,130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling