+466.3%
LLY vs URI
+194.6%
+271.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +1.6% | -6.0% | +7.6% | +2.2% |
| 30D | +21.5% | +4.6% | +16.9% | +20.8% |
| 3M | +16.4% | -2.7% | +19.1% | +16.6% |
| 6M | +51.5% | +18.4% | +33.1% | +48.0% |
| YTD | +33.9% | +37.4% | -3.4% | +27.8% |
| 1Y | +49.1% | +30.4% | +18.7% | +43.1% |
| 3Y | +144.6% | +147.9% | -3.3% | +117.2% |
| 5Y | +466.3% | +202.1% | +264.3% | +376.1% |
| All | +466.3% | +194.6% | +271.7% | +376.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling