+134.1%
LLY vs URI
+136.1%
-2.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.1% | +3.4% | -3.0% |
| 7D | -0.7% | -12.9% | +12.3% | +0.8% |
| 30D | +17.9% | -3.4% | +21.3% | +18.3% |
| 3M | +16.8% | -10.0% | +26.8% | +18.0% |
| 6M | +38.4% | +12.2% | +26.3% | +35.8% |
| YTD | +27.6% | +29.8% | -2.1% | +22.0% |
| 1Y | +48.3% | +24.6% | +23.7% | +42.5% |
| All | +134.1% | +136.1% | -2.0% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling