+2,053.0%
LLY vs URI
+1,189.9%
+863.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +4.6% | +9.3% | -4.7% | +3.6% |
| 30D | +22.4% | +7.6% | +14.8% | +21.3% |
| 3M | +17.1% | +1.0% | +16.1% | +16.8% |
| 6M | +44.6% | +19.8% | +24.8% | +41.2% |
| YTD | +33.5% | +41.9% | -8.4% | +27.2% |
| 1Y | +41.1% | +33.4% | +7.7% | +35.4% |
| 3Y | +143.8% | +156.0% | -12.3% | +115.4% |
| 5Y | +473.4% | +209.5% | +263.8% | +386.7% |
| All | +2,053.0% | +1,189.9% | +863.1% | +1,532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling