+165.4%
LII vs URA
+278.3%
-112.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.9% |
| 7D | -0.6% | -4.1% | +3.5% | +0.2% |
| 30D | -4.6% | -19.0% | +14.4% | -0.5% |
| 3M | -21.2% | -25.1% | +3.9% | -16.6% |
| 6M | -36.4% | -44.5% | +8.0% | -28.6% |
| YTD | -28.9% | -24.3% | -4.6% | -26.0% |
| 1Y | -29.5% | -28.1% | -1.4% | -26.0% |
| 3Y | -8.6% | +40.7% | -49.2% | -20.2% |
| 5Y | +20.2% | +35.5% | -15.3% | +2.2% |
| All | +165.4% | +278.3% | -112.9% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling