-31.8%
LVS vs USHY
+1.9%
-33.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +5.0% |
| 7D | +13.4% | -0.2% | +13.6% | +13.7% |
| 30D | +12.2% | +0.7% | +11.5% | +10.3% |
| 3M | -10.7% | -2.2% | -8.5% | -6.1% |
| 6M | -19.8% | -0.9% | -19.0% | -18.7% |
| YTD | -35.8% | +0.2% | -35.9% | -36.7% |
| 1Y | -31.8% | +1.7% | -33.5% | -36.3% |
| All | -31.8% | +1.9% | -33.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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