+106.4%
UAL vs LVS
+1.8%
+104.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | +3.5% | +0.3% | +3.1% | +3.3% |
| 30D | -16.5% | -3.9% | -12.5% | -14.5% |
| 3M | +2.8% | -12.9% | +15.6% | +11.2% |
| 6M | +17.6% | -16.9% | +34.5% | +30.4% |
| YTD | -3.2% | -31.2% | +28.0% | +19.3% |
| 1Y | +0.4% | -16.4% | +16.8% | +8.0% |
| 3Y | +128.2% | -4.4% | +132.6% | +116.0% |
| 5Y | +137.7% | +6.7% | +131.1% | +85.4% |
| All | +106.4% | +1.8% | +104.6% | +77.6% |
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