-4.0%
LVS vs WU
-21.8%
+17.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.0% |
| 7D | -0.8% | -2.0% | +1.2% | +0.2% |
| 30D | +10.0% | +11.4% | -1.4% | +4.0% |
| 3M | -11.0% | -6.8% | -4.2% | -8.2% |
| 6M | -20.1% | -14.6% | -5.5% | -16.0% |
| YTD | -36.3% | -20.6% | -15.7% | -31.0% |
| 1Y | -36.8% | -15.4% | -21.5% | -34.1% |
| 3Y | -9.5% | -23.6% | +14.1% | -4.1% |
| 5Y | +9.3% | -43.4% | +52.7% | +31.6% |
| 10Y | -11.0% | -38.8% | +27.8% | -2.8% |
| All | -4.0% | -21.8% | +17.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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