+206.7%
UAL vs LVS
-11.1%
+217.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +8.2% | +11.1% | -2.9% | +2.8% |
| 30D | +2.3% | +14.7% | -12.3% | -4.3% |
| 3M | -12.7% | -10.9% | -1.7% | -7.8% |
| 6M | +12.7% | -22.3% | +35.0% | +26.8% |
| YTD | +0.8% | -35.8% | +36.6% | +23.3% |
| 1Y | +17.8% | -33.5% | +51.2% | +41.3% |
| 3Y | +206.7% | -11.7% | +218.4% | +176.5% |
| All | +206.7% | -11.1% | +217.8% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling