-36.6%
AUR vs LII
+19.2%
-55.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.6% |
| 7D | +8.7% | -0.7% | +9.5% | +9.5% |
| 30D | -5.2% | -12.6% | +7.4% | +5.6% |
| 3M | -7.3% | -24.4% | +17.1% | +11.5% |
| 6M | +41.2% | -28.7% | +69.9% | +75.9% |
| YTD | +65.1% | -19.1% | +84.2% | +81.8% |
| 1Y | +13.4% | -29.7% | +43.1% | +41.3% |
| 3Y | +98.1% | +4.8% | +93.3% | +65.7% |
| 5Y | -36.0% | +24.6% | -60.6% | -61.9% |
| All | -36.6% | +19.2% | -55.8% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling