-22.4%
LVS vs UUUU
-92.5%
+70.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.6% | -0.9% |
| 7D | -4.3% | -5.0% | +0.7% | -3.7% |
| 30D | -6.8% | -7.8% | +1.0% | -6.1% |
| 3M | -15.6% | -0.4% | -15.2% | -16.2% |
| 6M | -20.6% | -32.9% | +12.3% | -18.0% |
| YTD | -33.4% | -6.3% | -27.1% | -35.0% |
| 1Y | -20.1% | +7.9% | -28.1% | -25.3% |
| 3Y | -7.4% | +85.2% | -92.6% | -23.4% |
| 5Y | +8.5% | +97.0% | -88.5% | -15.0% |
| 10Y | -1.7% | +492.6% | -494.3% | -41.9% |
| All | -22.4% | -92.5% | +70.1% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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