-5.3%
LVS vs URI
+121.2%
-126.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.5% | -2.0% | +0.5% | -1.1% |
| 30D | -3.2% | -12.9% | +9.7% | -0.4% |
| 3M | -12.0% | -6.7% | -5.2% | -11.1% |
| 6M | -19.9% | +19.0% | -38.9% | -24.3% |
| YTD | -30.6% | +25.5% | -56.2% | -35.5% |
| 1Y | -17.7% | +5.5% | -23.3% | -20.0% |
| All | -5.3% | +121.2% | -126.6% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling