+90.4%
AUR vs LII
+2.8%
+87.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.7% |
| 7D | +19.2% | +2.1% | +17.1% | +17.5% |
| 30D | -7.8% | -12.4% | +4.6% | +1.3% |
| 3M | +4.0% | -24.8% | +28.8% | +22.5% |
| 6M | +45.0% | -25.2% | +70.2% | +69.3% |
| YTD | +69.5% | -20.3% | +89.8% | +85.1% |
| 1Y | +13.0% | -32.9% | +46.0% | +43.7% |
| 3Y | +90.4% | +2.0% | +88.3% | +61.5% |
| All | +90.4% | +2.8% | +87.6% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling