+2,043.2%
LLY vs URI
+1,374.0%
+669.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -4.5% | -9.8% | +5.3% | -3.4% |
| 30D | +13.9% | +1.7% | +12.2% | +13.7% |
| 3M | +13.8% | -9.1% | +22.8% | +14.8% |
| 6M | +37.6% | +9.9% | +27.8% | +35.6% |
| YTD | +26.6% | +31.2% | -4.6% | +21.5% |
| 1Y | +45.3% | +25.9% | +19.4% | +40.1% |
| 3Y | +132.2% | +147.4% | -15.2% | +105.1% |
| 5Y | +434.7% | +179.7% | +254.9% | +356.3% |
| All | +2,043.2% | +1,374.0% | +669.2% | +1,233.0% |
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