+1,045.6%
LII vs URA
-31.1%
+1,076.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.7% | +1.1% | -1.8% | -1.0% |
| 30D | -12.6% | +7.4% | -20.0% | -14.4% |
| 3M | -24.4% | -8.4% | -16.0% | -23.1% |
| 6M | -28.7% | -12.7% | -16.0% | -26.9% |
| YTD | -19.1% | +7.8% | -26.9% | -22.2% |
| 1Y | -29.7% | +19.5% | -49.2% | -35.0% |
| 3Y | +4.8% | +116.4% | -111.6% | -20.2% |
| 5Y | +24.6% | +134.3% | -109.7% | -11.7% |
| 10Y | +169.2% | +359.3% | -190.0% | +44.0% |
| All | +1,045.6% | -31.1% | +1,076.7% | +945.5% |
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