+36.4%
UPS vs LVS
0.0%
+36.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.0% | -3.5% | +1.5% | -1.2% |
| 30D | -2.0% | -6.2% | +4.3% | -0.7% |
| 3M | -6.2% | -14.8% | +8.6% | -3.2% |
| 6M | +2.8% | -20.9% | +23.6% | +7.7% |
| YTD | +5.9% | -33.0% | +38.9% | +14.5% |
| 1Y | +26.2% | -20.0% | +46.3% | +30.5% |
| 3Y | -26.0% | -6.9% | -19.1% | -27.7% |
| 5Y | -34.3% | +9.1% | -43.4% | -40.3% |
| All | +36.4% | 0.0% | +36.4% | +23.7% |
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 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