+115.0%
UMC vs LVS
-31.5%
+146.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -2.5% |
| 7D | -14.7% | +13.4% | -28.1% | -15.6% |
| 30D | -32.9% | +12.2% | -45.1% | -33.5% |
| 3M | -22.2% | -10.7% | -11.4% | -20.3% |
| 6M | +25.9% | -19.8% | +45.7% | +32.3% |
| YTD | +107.9% | -35.8% | +143.7% | +121.2% |
| 1Y | +115.0% | -31.8% | +146.8% | +127.3% |
| All | +115.0% | -31.5% | +146.6% | +127.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling