+69.4%
USAR vs LVS
-23.4%
+92.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.4% |
| 7D | -4.4% | -2.7% | -1.7% | -4.3% |
| 30D | -10.4% | -4.7% | -5.7% | -10.2% |
| 3M | -18.4% | -15.6% | -2.8% | -18.0% |
| 6M | -8.8% | -18.6% | +9.8% | -8.4% |
| YTD | +43.4% | -32.3% | +75.6% | +41.4% |
| 1Y | +21.0% | -18.0% | +39.0% | +23.9% |
| 3Y | +67.7% | -5.8% | +73.6% | +81.4% |
| All | +69.4% | -23.4% | +92.8% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling