+277.6%
UNP vs LVS
0.0%
+277.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.8% | -3.5% | +1.7% | -1.0% |
| 30D | -2.7% | -6.2% | +3.5% | -1.3% |
| 3M | +6.5% | -14.8% | +21.3% | +10.3% |
| 6M | +14.4% | -20.9% | +35.2% | +19.9% |
| YTD | +24.8% | -33.0% | +57.9% | +35.5% |
| 1Y | +34.4% | -20.0% | +54.4% | +38.8% |
| 3Y | +43.6% | -6.9% | +50.5% | +39.2% |
| 5Y | +53.2% | +9.1% | +44.1% | +34.0% |
| All | +277.6% | 0.0% | +277.6% | +239.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling