+1,112.4%
UNH vs LVS
+67.7%
+1,044.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -1.5% | -3.9% | +2.4% | -1.1% |
| 3M | -0.8% | -12.9% | +12.0% | +0.8% |
| 6M | +41.8% | -16.9% | +58.8% | +44.8% |
| YTD | +23.1% | -31.2% | +54.3% | +28.5% |
| 1Y | +28.5% | -16.4% | +44.9% | +30.5% |
| 3Y | -11.8% | -4.4% | -7.3% | -13.2% |
| 5Y | +5.3% | +6.7% | -1.3% | -0.8% |
| 10Y | +247.4% | +1.4% | +246.0% | +221.3% |
| All | +1,112.4% | +67.7% | +1,044.7% | +825.1% |
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