+101.1%
UAL vs LVS
-13.0%
+114.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.8% |
| 7D | +12.5% | +6.7% | +5.8% | +8.1% |
| 30D | +12.2% | +13.8% | -1.6% | +3.7% |
| 3M | -2.6% | -9.5% | +6.9% | +3.2% |
| 6M | +21.1% | -22.0% | +43.1% | +39.5% |
| YTD | +7.8% | -35.7% | +43.5% | +38.0% |
| 1Y | +25.4% | -36.7% | +62.1% | +62.0% |
| 3Y | +217.3% | -8.8% | +226.2% | +208.9% |
| 5Y | +132.9% | +9.5% | +123.3% | +77.9% |
| 10Y | +101.1% | -10.9% | +112.1% | +93.5% |
| All | +101.1% | -13.0% | +114.1% | +93.5% |
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