-3.3%
LVS vs UL
+66.7%
-70.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -3.5% | -3.4% | -0.1% | -2.2% |
| 30D | -6.2% | +0.5% | -6.7% | -6.4% |
| 3M | -14.8% | +7.2% | -22.1% | -17.3% |
| 6M | -20.9% | -3.1% | -17.8% | -20.4% |
| YTD | -33.0% | -2.7% | -30.3% | -33.0% |
| 1Y | -20.0% | -10.2% | -9.8% | -17.5% |
| 3Y | -6.9% | +20.3% | -27.2% | -16.3% |
| 5Y | +9.1% | +19.9% | -10.9% | -3.4% |
| All | -3.3% | +66.7% | -70.0% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling