-10.9%
LVS vs URI
+1,189.1%
-1,200.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | +6.7% | -6.0% | +12.7% | +8.6% |
| 30D | +13.8% | +4.6% | +9.2% | +11.2% |
| 3M | -9.5% | -2.7% | -6.8% | -9.5% |
| 6M | -22.0% | +18.4% | -40.4% | -28.4% |
| YTD | -35.7% | +37.4% | -73.0% | -45.7% |
| 1Y | -36.7% | +30.4% | -67.0% | -45.5% |
| 3Y | -8.8% | +147.9% | -156.8% | -43.1% |
| 5Y | +9.5% | +202.1% | -192.5% | -39.4% |
| 10Y | -10.9% | +1,182.4% | -1,193.4% | -71.0% |
| All | -10.9% | +1,189.1% | -1,200.0% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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