+164.6%
UPS vs LVS
+55.3%
+109.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.5% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | +17.4% | +10.0% | +7.4% | +15.8% |
| 3M | +8.2% | -11.0% | +19.2% | +9.8% |
| 6M | +17.9% | -20.1% | +38.1% | +21.3% |
| YTD | +18.7% | -36.3% | +55.0% | +25.5% |
| 1Y | +24.8% | -36.8% | +61.7% | +32.0% |
| 3Y | -4.5% | -9.5% | +5.0% | -5.1% |
| 5Y | -33.2% | +9.3% | -42.5% | -36.5% |
| 10Y | +44.2% | -11.0% | +55.2% | +36.9% |
| All | +164.6% | +55.3% | +109.3% | +105.4% |
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