-9.5%
LVS vs URI
+1,173.3%
-1,182.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.2% |
| 7D | -0.8% | +6.7% | -7.6% | -3.4% |
| 30D | +10.0% | +8.9% | +1.1% | +5.8% |
| 3M | -11.0% | +0.5% | -11.6% | -12.2% |
| 6M | -20.1% | +20.7% | -40.8% | -27.2% |
| YTD | -36.3% | +40.0% | -76.4% | -46.7% |
| 1Y | -36.8% | +34.4% | -71.2% | -46.3% |
| 3Y | -9.5% | +149.5% | -159.0% | -43.7% |
| 5Y | +9.3% | +205.6% | -196.3% | -39.9% |
| All | -9.5% | +1,173.3% | -1,182.8% | -70.6% |
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