-11.3%
LVS vs URA
+277.9%
-289.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | -1.3% | +2.9% | -4.1% | -2.3% |
| 30D | +12.2% | -10.8% | +23.0% | +15.6% |
| 3M | -11.3% | -25.5% | +14.2% | -3.9% |
| 6M | -21.6% | -41.2% | +19.6% | -9.5% |
| YTD | -36.6% | -21.3% | -15.3% | -34.8% |
| 1Y | -38.4% | -25.7% | -12.7% | -35.7% |
| 3Y | -10.2% | +43.1% | -53.2% | -31.1% |
| 5Y | +9.4% | +35.6% | -26.2% | -18.1% |
| 10Y | -11.3% | +281.3% | -292.6% | -61.8% |
| All | -11.3% | +277.9% | -289.2% | -61.8% |
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