+92.5%
USB vs LVS
-10.7%
+103.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -1.5% | +11.4% | -12.8% | -4.0% |
| 30D | +4.3% | +13.6% | -9.3% | +1.1% |
| 3M | -6.1% | -10.0% | +3.9% | -3.9% |
| 6M | +9.4% | -20.6% | +30.0% | +15.0% |
| YTD | +15.2% | -35.5% | +50.7% | +27.0% |
| 1Y | +32.8% | -32.9% | +65.6% | +44.6% |
| All | +92.5% | -10.7% | +103.2% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling