+139.2%
UAL vs LVS
+8.8%
+130.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.7% | -1.5% | +2.2% | +1.4% |
| 30D | -16.1% | -3.2% | -12.9% | -14.9% |
| 3M | +6.1% | -12.0% | +18.1% | +12.2% |
| 6M | +10.8% | -19.9% | +30.7% | +22.2% |
| YTD | -0.4% | -30.6% | +30.2% | +16.4% |
| 1Y | +5.0% | -17.7% | +22.8% | +12.3% |
| 3Y | +124.0% | -14.2% | +138.2% | +124.5% |
| All | +139.2% | +8.8% | +130.3% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling