-3.8%
LVS vs URA
+361.2%
-365.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.5% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | -6.8% | -0.4% | -6.4% | -7.0% |
| 3M | -15.6% | +6.3% | -21.9% | -18.0% |
| 6M | -20.6% | -14.0% | -6.6% | -18.5% |
| YTD | -33.4% | +5.3% | -38.7% | -36.9% |
| 1Y | -20.1% | +11.7% | -31.8% | -27.5% |
| 3Y | -7.4% | +109.8% | -117.2% | -37.1% |
| 5Y | +8.5% | +108.0% | -99.4% | -30.1% |
| All | -3.8% | +361.2% | -365.1% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded URA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling