+927.0%
LII vs URA
-53.7%
+980.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.4% | -1.5% |
| 7D | +0.2% | -13.3% | +13.5% | +3.8% |
| 30D | -4.6% | -25.9% | +21.3% | +2.6% |
| 3M | -21.7% | -27.8% | +6.1% | -15.5% |
| 6M | -32.8% | -42.8% | +10.0% | -23.4% |
| YTD | -27.5% | -27.5% | 0.0% | -23.2% |
| 1Y | -28.0% | -35.1% | +7.2% | -21.8% |
| 3Y | -7.2% | +31.1% | -38.3% | -19.8% |
| 5Y | +22.6% | +29.8% | -7.2% | +2.4% |
| 10Y | +171.5% | +265.1% | -93.6% | +51.1% |
| All | +927.0% | -53.7% | +980.7% | +931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling