+162.9%
LII vs URA
+272.2%
-109.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.1% |
| 7D | -0.2% | +4.5% | -4.7% | -1.2% |
| 30D | -0.6% | -13.4% | +12.8% | +2.2% |
| 3M | -17.0% | -28.4% | +11.4% | -11.3% |
| 6M | -31.1% | -40.5% | +9.3% | -23.7% |
| YTD | -27.7% | -24.3% | -3.4% | -24.7% |
| 1Y | -26.2% | -28.8% | +2.7% | -22.3% |
| 3Y | -9.6% | +37.6% | -47.2% | -20.8% |
| 5Y | +15.7% | +30.7% | -15.0% | -0.9% |
| All | +162.9% | +272.2% | -109.3% | +53.5% |
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