-22.7%
U vs LVS
-11.6%
-11.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +3.8% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | +27.6% | +10.0% | +17.6% | +21.2% |
| 3M | +15.3% | -11.0% | +26.4% | +22.3% |
| 6M | +96.4% | -20.1% | +116.5% | +120.4% |
| YTD | +19.6% | -36.3% | +55.9% | +49.5% |
| 1Y | +42.1% | -36.8% | +79.0% | +78.4% |
| 3Y | +87.5% | -9.5% | +97.1% | +86.2% |
| 5Y | -73.1% | +9.3% | -82.5% | -76.4% |
| All | -22.7% | -11.6% | -11.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling