+81.3%
USB vs LVS
-10.5%
+91.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | 0.0% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | +8.4% | +10.0% | -1.6% | +5.0% |
| 3M | -5.5% | -11.0% | +5.5% | -2.2% |
| 6M | +17.7% | -20.1% | +37.9% | +25.6% |
| YTD | +17.6% | -36.3% | +53.9% | +34.0% |
| 1Y | +33.9% | -36.8% | +70.7% | +52.8% |
| 3Y | +103.8% | -9.5% | +113.4% | +98.8% |
| 5Y | +25.6% | +9.3% | +16.3% | +7.4% |
| All | +81.3% | -10.5% | +91.8% | +65.2% |
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