+18.8%
LII vs URA
+25.6%
-6.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 6M | -30.2% | -40.3% | +10.1% | -22.6% |
| YTD | -26.8% | -25.5% | -1.4% | -23.7% |
| 1Y | -25.3% | -26.4% | +1.1% | -22.0% |
| 3Y | -7.8% | +31.4% | -39.2% | -19.8% |
| All | +18.8% | +25.6% | -6.8% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling