-57.9%
AUR vs LII
+7.8%
-65.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -4.1% |
| 7D | -4.5% | +2.9% | -7.5% | -6.6% |
| 30D | -16.6% | +0.9% | -17.5% | -19.0% |
| 3M | -38.5% | -15.5% | -22.9% | -31.0% |
| 6M | -49.9% | -30.2% | -19.7% | -37.3% |
| YTD | +9.6% | -26.8% | +36.5% | +27.9% |
| 1Y | +1.2% | -25.3% | +26.5% | +15.9% |
| 3Y | +128.8% | -7.8% | +136.6% | +110.0% |
| 5Y | -57.9% | +17.0% | -74.9% | -73.4% |
| All | -57.9% | +7.8% | -65.7% | -73.4% |
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 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