+1.2%
AUR vs LII
-26.1%
+27.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.6% |
| 7D | -4.5% | +2.9% | -7.5% | -5.4% |
| 30D | -16.6% | +0.9% | -17.5% | -17.6% |
| 3M | -38.5% | -15.5% | -22.9% | -34.4% |
| 6M | -49.9% | -30.2% | -19.7% | -43.6% |
| YTD | +9.6% | -26.8% | +36.5% | +13.6% |
| 1Y | +1.2% | -25.3% | +26.5% | +3.1% |
| All | +1.2% | -26.1% | +27.3% | +3.1% |
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