-16.3%
LVS vs USHY
+50.4%
-66.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.1% |
| 7D | -2.7% | -0.1% | -2.6% | -2.4% |
| 30D | -4.7% | 0.0% | -4.6% | -4.6% |
| 3M | -15.6% | +0.8% | -16.4% | -17.1% |
| 6M | -18.6% | +1.9% | -20.6% | -21.7% |
| YTD | -32.3% | +2.3% | -34.5% | -35.2% |
| 1Y | -18.0% | +4.1% | -22.2% | -24.5% |
| 3Y | -5.8% | +27.8% | -33.6% | -41.6% |
| 5Y | +5.7% | +21.5% | -15.8% | -24.9% |
| All | -16.3% | +50.4% | -66.7% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling