+10.4%
USAR vs LVS
-20.3%
+30.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.8% |
| 7D | -9.3% | -4.3% | -5.0% | -8.8% |
| 30D | -15.2% | -6.8% | -8.4% | -14.4% |
| 3M | -21.1% | -15.6% | -5.5% | -19.5% |
| 6M | -21.6% | -20.6% | -1.0% | -19.7% |
| YTD | +34.8% | -33.4% | +68.2% | +27.0% |
| All | +10.4% | -20.3% | +30.7% | +29.9% |
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 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