+438.9%
LLY vs URI
+178.2%
+260.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +36.1% |
| YTD | +27.6% | +29.8% | -2.1% | +22.6% |
| 1Y | +48.3% | +24.6% | +23.7% | +43.1% |
| 3Y | +145.4% | +137.6% | +7.8% | +119.0% |
| 5Y | +438.9% | +176.6% | +262.3% | +356.3% |
| All | +438.9% | +178.2% | +260.7% | +356.3% |
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