-7.4%
LVS vs UL
+19.9%
-27.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -4.3% | -4.1% | -0.2% | -3.6% |
| 30D | -6.8% | -1.2% | -5.6% | -6.6% |
| 3M | -15.6% | +6.0% | -21.6% | -16.4% |
| 6M | -20.6% | -5.5% | -15.1% | -19.8% |
| YTD | -33.4% | -3.3% | -30.1% | -33.2% |
| 1Y | -20.1% | -9.8% | -10.3% | -18.4% |
| All | -7.4% | +19.9% | -27.4% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling