-9.5%
LVS vs URA
+266.3%
-275.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.2% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | +10.0% | -10.4% | +20.4% | +13.2% |
| 3M | -11.0% | -29.6% | +18.6% | -1.9% |
| 6M | -20.1% | -40.3% | +20.1% | -8.4% |
| YTD | -36.3% | -25.5% | -10.9% | -33.4% |
| 1Y | -36.8% | -26.4% | -10.4% | -34.0% |
| 3Y | -9.5% | +31.4% | -41.0% | -28.6% |
| 5Y | +9.3% | +28.6% | -19.3% | -16.9% |
| All | -9.5% | +266.3% | -275.7% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling