+22.0%
USB vs LVS
+1.5%
+20.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | 0.0% | +11.1% | -11.1% | -2.4% |
| 30D | +5.8% | +14.7% | -8.8% | +2.5% |
| 3M | -6.0% | -10.9% | +5.0% | -3.6% |
| 6M | +7.8% | -22.3% | +30.1% | +13.6% |
| YTD | +14.6% | -35.8% | +50.4% | +25.7% |
| 1Y | +31.8% | -33.5% | +65.2% | +43.1% |
| 3Y | +91.5% | -11.7% | +103.2% | +88.4% |
| All | +22.0% | +1.5% | +20.5% | +17.0% |
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