+41.2%
USB vs LVS
+8.8%
+32.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.4% | -1.5% | +2.9% | +1.8% |
| 30D | -1.3% | -3.2% | +1.9% | -0.7% |
| 3M | +15.2% | -12.0% | +27.2% | +18.3% |
| 6M | +18.8% | -19.9% | +38.7% | +24.2% |
| YTD | +21.0% | -30.6% | +51.7% | +30.2% |
| 1Y | +34.0% | -17.7% | +51.8% | +37.9% |
| 3Y | +95.3% | -14.2% | +109.5% | +93.3% |
| All | +41.2% | +8.8% | +32.4% | +32.5% |
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