-26.2%
UPS vs LVS
-8.3%
-17.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.1% |
| 7D | -3.4% | -4.3% | +0.9% | -2.6% |
| 30D | -2.7% | -6.8% | +4.1% | -1.5% |
| 3M | -1.6% | -15.6% | +14.0% | +1.4% |
| 6M | +2.3% | -20.6% | +22.9% | +6.5% |
| YTD | +5.6% | -33.4% | +39.0% | +13.1% |
| 1Y | +27.1% | -20.1% | +47.2% | +30.4% |
| All | -26.2% | -8.3% | -17.9% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling