-9.3%
LVS vs URA
+41.0%
-50.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.1% |
| 7D | +11.1% | -4.1% | +15.2% | +11.7% |
| 30D | +14.7% | -19.0% | +33.7% | +18.4% |
| 3M | -10.9% | -25.1% | +14.2% | -7.1% |
| 6M | -22.3% | -44.5% | +22.1% | -15.1% |
| YTD | -35.8% | -24.3% | -11.5% | -34.2% |
| 1Y | -33.5% | -28.1% | -5.3% | -31.3% |
| All | -9.3% | +41.0% | -50.3% | -26.3% |
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