+54.5%
USAR vs LVS
-24.3%
+78.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -11.6% | -3.5% | -8.2% | -11.5% |
| 30D | -15.5% | -6.2% | -9.2% | -15.3% |
| 3M | -31.0% | -14.8% | -16.2% | -30.7% |
| 6M | -26.2% | -20.9% | -5.4% | -25.9% |
| YTD | +30.8% | -33.0% | +63.8% | +29.0% |
| 1Y | +7.1% | -20.0% | +27.1% | +9.6% |
| 3Y | +53.0% | -6.9% | +59.9% | +65.5% |
| All | +54.5% | -24.3% | +78.8% | +66.8% |
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 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