+89.2%
USB vs LVS
-12.6%
+101.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.0% |
| 7D | +0.8% | +5.2% | -4.4% | -0.9% |
| 30D | +6.8% | +12.0% | -5.2% | +2.8% |
| 3M | -3.8% | -11.5% | +7.7% | -0.2% |
| 6M | +11.7% | -23.2% | +35.0% | +20.8% |
| YTD | +17.5% | -36.7% | +54.2% | +34.1% |
| 1Y | +33.8% | -36.8% | +70.5% | +52.7% |
| 3Y | +104.2% | -10.5% | +114.8% | +100.0% |
| 5Y | +26.4% | +5.1% | +21.3% | +9.9% |
| 10Y | +89.2% | -14.0% | +103.2% | +73.4% |
| All | +89.2% | -12.6% | +101.8% | +73.4% |
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