-34.4%
AUR vs LII
+21.2%
-55.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +1.9% |
| 7D | +11.1% | +0.5% | +10.6% | +10.7% |
| 30D | -6.9% | -11.2% | +4.3% | +2.8% |
| 3M | +5.5% | -28.8% | +34.3% | +34.4% |
| 6M | +41.0% | -26.9% | +67.9% | +72.1% |
| YTD | +69.3% | -22.2% | +91.5% | +92.4% |
| 1Y | +14.0% | -32.0% | +46.0% | +46.9% |
| 3Y | +90.1% | -0.4% | +90.5% | +60.8% |
| 5Y | -34.4% | +22.4% | -56.9% | -59.4% |
| All | -34.4% | +21.2% | -55.6% | -59.4% |
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