-0.5%
UNH vs LVS
+8.6%
-9.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -4.5% | -3.5% | -1.1% | -4.3% |
| 30D | -6.5% | -6.2% | -0.3% | -6.2% |
| 3M | -6.0% | -14.8% | +8.8% | -5.1% |
| 6M | +33.7% | -20.9% | +54.5% | +35.4% |
| YTD | +16.4% | -33.0% | +49.4% | +18.9% |
| 1Y | +10.1% | -20.0% | +30.1% | +11.3% |
| 3Y | -16.3% | -6.9% | -9.4% | -16.2% |
| All | -0.5% | +8.6% | -9.1% | -2.4% |
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