+27.6%
MCK vs LVS
-31.5%
+59.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.5% | +0.5% | +6.0% |
| 7D | +11.3% | +13.4% | -2.1% | +9.4% |
| 30D | +16.8% | +12.2% | +4.6% | +15.0% |
| 3M | +28.9% | -10.7% | +39.7% | +29.9% |
| 6M | +32.7% | -19.8% | +52.5% | +34.4% |
| YTD | +30.8% | -35.8% | +66.6% | +35.0% |
| 1Y | +27.6% | -31.8% | +59.4% | +28.6% |
| All | +27.6% | -31.5% | +59.1% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling