+136.6%
UPS vs LVS
+67.7%
+68.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -2.3% | -3.9% | +1.6% | -1.8% |
| 3M | -5.2% | -12.9% | +7.6% | -3.6% |
| 6M | +1.4% | -16.9% | +18.4% | +3.8% |
| YTD | +6.1% | -31.2% | +37.4% | +11.1% |
| 1Y | +27.0% | -16.4% | +43.4% | +29.0% |
| 3Y | -25.9% | -4.4% | -21.5% | -26.9% |
| 5Y | -34.6% | +6.7% | -41.2% | -37.8% |
| 10Y | +36.2% | +1.4% | +34.7% | +27.1% |
| All | +136.6% | +67.7% | +68.8% | +81.9% |
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