+36.4%
LVS vs URA
-31.1%
+67.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | -3.2% | +7.4% | -10.6% | -6.1% |
| 3M | -12.0% | -8.4% | -3.6% | -10.3% |
| 6M | -19.9% | -12.7% | -7.2% | -18.0% |
| YTD | -30.6% | +7.8% | -38.4% | -35.5% |
| 1Y | -17.7% | +19.5% | -37.2% | -28.4% |
| 3Y | -14.2% | +116.4% | -130.6% | -45.2% |
| 5Y | +9.6% | +134.3% | -124.7% | -36.9% |
| 10Y | +5.7% | +359.3% | -353.6% | -59.5% |
| All | +36.4% | -31.1% | +67.5% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling