+2,751.3%
UNP vs LVS
+69.2%
+2,682.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.3% | -1.5% | -3.9% | -5.1% |
| 30D | -1.5% | -3.2% | +1.7% | -1.0% |
| 3M | +10.3% | -12.0% | +22.2% | +12.7% |
| 6M | +9.7% | -19.9% | +29.6% | +13.7% |
| YTD | +27.1% | -30.6% | +57.7% | +34.9% |
| 1Y | +32.6% | -17.7% | +50.3% | +35.6% |
| 3Y | +40.0% | -14.2% | +54.2% | +39.6% |
| 5Y | +50.8% | +9.6% | +41.2% | +37.9% |
| 10Y | +278.6% | +5.7% | +273.0% | +238.8% |
| All | +2,751.3% | +69.2% | +2,682.1% | +1,765.6% |
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