-25.3%
LII vs URA
-29.3%
+4.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +2.9% | -1.5% | +4.5% | +3.2% |
| 30D | +0.9% | -10.4% | +11.3% | +3.0% |
| 3M | -15.5% | -29.6% | +14.1% | -8.9% |
| 6M | -30.2% | -40.3% | +10.1% | -22.6% |
| YTD | -26.8% | -25.5% | -1.4% | -25.4% |
| 1Y | -25.3% | -26.4% | +1.1% | -23.7% |
| All | -25.3% | -29.3% | +4.0% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling