+83.6%
USB vs LVS
-12.1%
+95.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.4% |
| 7D | -0.5% | -1.3% | +0.7% | -0.2% |
| 30D | +5.7% | +12.2% | -6.5% | +1.7% |
| 3M | -4.7% | -11.3% | +6.6% | -1.3% |
| 6M | +13.4% | -21.6% | +35.0% | +21.7% |
| YTD | +17.0% | -36.6% | +53.6% | +33.5% |
| 1Y | +32.4% | -38.4% | +70.8% | +52.4% |
| 3Y | +101.7% | -10.2% | +111.8% | +97.2% |
| 5Y | +24.4% | +9.4% | +15.0% | +6.3% |
| 10Y | +83.6% | -11.3% | +94.9% | +67.7% |
| All | +83.6% | -12.1% | +95.7% | +67.7% |
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