+3,436.3%
LLY vs URI
+7,134.6%
-3,698.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -2.1% | -2.0% | -0.2% | -1.9% |
| 30D | -1.6% | -12.9% | +11.3% | 0.0% |
| 3M | +2.3% | -6.7% | +9.0% | +2.9% |
| 6M | +14.9% | +19.0% | -4.1% | +11.5% |
| YTD | +7.5% | +25.5% | -18.1% | +3.4% |
| 1Y | +55.7% | +5.5% | +50.1% | +52.9% |
| 3Y | +110.6% | +111.3% | -0.7% | +86.5% |
| 5Y | +363.4% | +198.6% | +164.9% | +285.2% |
| 10Y | +1,649.0% | +1,179.9% | +469.1% | +1,028.6% |
| All | +3,436.3% | +7,134.6% | -3,698.3% | +1,388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling