-49.8%
USAR vs LVS
-31.5%
-18.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.5% | -12.3% | -9.2% |
| 7D | -21.8% | +13.4% | -35.2% | -27.5% |
| 30D | -39.9% | +12.2% | -52.1% | -44.0% |
| 3M | -52.5% | -10.7% | -41.8% | -48.6% |
| 6M | -67.9% | -19.8% | -48.1% | -62.7% |
| YTD | -31.1% | -35.8% | +4.7% | -10.8% |
| 1Y | -49.8% | -31.8% | -18.0% | -39.8% |
| All | -49.8% | -31.5% | -18.3% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling