+1,032.5%
UMC vs LVS
+65.2%
+967.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +13.6% | -2.7% | +16.3% | +14.2% |
| 30D | +20.8% | -4.7% | +25.4% | +21.9% |
| 3M | +16.1% | -15.6% | +31.7% | +19.9% |
| 6M | +137.3% | -18.6% | +155.9% | +146.9% |
| YTD | +193.8% | -32.3% | +226.0% | +216.3% |
| 1Y | +236.1% | -18.0% | +254.1% | +245.8% |
| 3Y | +267.1% | -5.8% | +272.9% | +260.9% |
| 5Y | +145.3% | +5.7% | +139.5% | +129.8% |
| 10Y | +1,857.3% | 0.0% | +1,857.3% | +1,676.0% |
| All | +1,032.5% | +65.2% | +967.3% | +681.7% |
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