+16.4%
AUR vs LII
-32.5%
+48.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | +0.2% | -3.5% | +3.6% | +1.8% |
| 30D | -8.9% | -13.5% | +4.6% | -2.7% |
| 3M | +4.6% | -26.0% | +30.6% | +16.6% |
| 6M | +44.9% | -26.8% | +71.7% | +61.2% |
| YTD | +64.8% | -22.9% | +87.7% | +73.9% |
| 1Y | +16.4% | -32.6% | +49.0% | +33.1% |
| All | +16.4% | -32.5% | +48.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling