-6.7%
LII vs URA
+30.2%
-37.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.4% | -1.8% |
| 7D | +0.2% | -13.3% | +13.5% | +3.0% |
| 30D | -4.6% | -25.9% | +21.3% | +1.1% |
| 3M | -21.7% | -27.8% | +6.1% | -16.8% |
| 6M | -32.8% | -42.8% | +10.0% | -25.6% |
| YTD | -27.5% | -27.5% | 0.0% | -24.1% |
| 1Y | -28.0% | -35.1% | +7.2% | -23.2% |
| All | -6.7% | +30.2% | -37.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling