-2.2%
LVS vs URA
+380.3%
-382.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.1% |
| 7D | -2.7% | +5.7% | -8.4% | -4.4% |
| 30D | -4.7% | +5.6% | -10.3% | -6.5% |
| 3M | -15.6% | +6.2% | -21.8% | -17.9% |
| 6M | -18.6% | -8.2% | -10.4% | -18.2% |
| YTD | -32.3% | +9.7% | -41.9% | -36.6% |
| 1Y | -18.0% | +17.0% | -35.0% | -26.6% |
| 3Y | -5.8% | +118.5% | -124.3% | -36.8% |
| 5Y | +5.7% | +134.3% | -128.6% | -35.1% |
| All | -2.2% | +380.3% | -382.5% | -59.2% |
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