-4.4%
LVS vs URA
+121.0%
-125.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.4% |
| 7D | +0.3% | +8.1% | -7.8% | -0.9% |
| 30D | -3.9% | +5.8% | -9.7% | -4.9% |
| 3M | -12.9% | +3.4% | -16.3% | -13.7% |
| 6M | -16.9% | -2.6% | -14.3% | -17.4% |
| YTD | -31.2% | +11.2% | -42.4% | -33.5% |
| 1Y | -16.4% | +19.8% | -36.2% | -21.8% |
| 3Y | -4.4% | +121.5% | -125.9% | -23.6% |
| All | -4.4% | +121.0% | -125.4% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling