+110.7%
MCK vs LVS
-7.9%
+118.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -2.8% |
| 30D | +0.4% | -6.2% | +6.7% | +0.6% |
| 3M | +12.1% | -14.8% | +26.9% | +12.5% |
| 6M | -5.4% | -20.9% | +15.4% | -5.0% |
| YTD | +7.8% | -33.0% | +40.8% | +8.6% |
| 1Y | +22.9% | -20.0% | +43.0% | +23.7% |
| 3Y | +110.7% | -6.9% | +117.7% | +115.0% |
| All | +110.7% | -7.9% | +118.6% | +115.0% |
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