+251.3%
UAL vs LVS
+43.9%
+207.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.7% | -1.5% | +2.2% | +1.3% |
| 30D | -16.1% | -3.2% | -12.9% | -15.0% |
| 3M | +6.1% | -12.0% | +18.1% | +11.3% |
| 6M | +10.8% | -19.9% | +30.7% | +20.5% |
| YTD | -0.4% | -30.6% | +30.2% | +14.0% |
| 1Y | +5.0% | -17.7% | +22.8% | +11.4% |
| 3Y | +124.0% | -14.2% | +138.2% | +130.3% |
| 5Y | +141.0% | +9.6% | +131.3% | +115.0% |
| 10Y | +118.0% | +5.7% | +112.3% | +103.8% |
| All | +251.3% | +43.9% | +207.4% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling