+310.9%
USB vs LVS
+57.3%
+253.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -1.5% | +11.4% | -12.8% | -3.8% |
| 30D | +4.3% | +13.6% | -9.3% | +1.3% |
| 3M | -6.1% | -10.0% | +3.9% | -4.0% |
| 6M | +9.4% | -20.6% | +30.0% | +14.6% |
| YTD | +15.2% | -35.5% | +50.7% | +25.7% |
| 1Y | +32.8% | -32.9% | +65.6% | +43.6% |
| 3Y | +91.3% | -10.3% | +101.6% | +90.1% |
| 5Y | +22.7% | +3.1% | +19.6% | +14.0% |
| 10Y | +97.0% | -11.4% | +108.5% | +84.3% |
| All | +310.9% | +57.3% | +253.6% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling