+144.1%
UMC vs LVS
+8.6%
+135.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +9.0% | -3.5% | +12.5% | +10.1% |
| 30D | +17.2% | -6.2% | +23.5% | +19.3% |
| 3M | +11.4% | -14.8% | +26.2% | +16.3% |
| 6M | +137.5% | -20.9% | +158.4% | +153.4% |
| YTD | +193.1% | -33.0% | +226.2% | +227.0% |
| 1Y | +240.3% | -20.0% | +260.3% | +256.3% |
| 3Y | +262.2% | -6.9% | +269.1% | +247.8% |
| All | +144.1% | +8.6% | +135.5% | +113.3% |
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 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