-31.8%
LVS vs UL
+1.7%
-33.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +6.1% |
| 7D | +13.4% | +4.7% | +8.7% | +13.0% |
| 30D | +12.2% | +11.6% | +0.6% | +11.2% |
| 3M | -10.7% | +5.3% | -16.1% | -11.2% |
| 6M | -19.8% | +16.0% | -35.9% | -20.2% |
| YTD | -35.8% | +5.0% | -40.8% | -36.1% |
| 1Y | -31.8% | +1.1% | -32.9% | -30.9% |
| All | -31.8% | +1.7% | -33.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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