+6.5%
LVS vs URA
+25.3%
-18.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.6% |
| 7D | +11.1% | -4.1% | +15.2% | +12.1% |
| 30D | +14.7% | -19.0% | +33.7% | +20.6% |
| 3M | -10.9% | -25.1% | +14.2% | -4.8% |
| 6M | -22.3% | -44.5% | +22.1% | -10.8% |
| YTD | -35.8% | -24.3% | -11.5% | -33.6% |
| 1Y | -33.5% | -28.1% | -5.3% | -30.4% |
| 3Y | -11.7% | +40.7% | -52.4% | -32.2% |
| All | +6.5% | +25.3% | -18.8% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling