-54.0%
AUR vs LII
+20.3%
-74.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | +12.7% | -2.3% | +15.0% | +14.7% |
| 30D | -18.7% | -1.7% | -17.0% | -19.3% |
| 3M | -33.8% | -18.3% | -15.5% | -23.3% |
| 6M | -36.6% | -32.3% | -4.3% | -17.8% |
| YTD | +19.8% | -27.1% | +46.9% | +40.6% |
| 1Y | +8.0% | -27.2% | +35.2% | +27.0% |
| 3Y | +153.4% | -8.9% | +162.4% | +125.4% |
| 5Y | -54.0% | +19.7% | -73.7% | -70.3% |
| All | -54.0% | +20.3% | -74.3% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling