+1,210.8%
URI vs LII
+172.8%
+1,038.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.6% |
| 7D | +2.4% | -2.3% | +4.7% | +4.1% |
| 30D | +8.9% | -1.7% | +10.6% | +9.1% |
| 3M | +0.8% | -18.3% | +19.1% | +13.9% |
| 6M | +23.1% | -32.3% | +55.5% | +53.1% |
| YTD | +43.1% | -27.1% | +70.2% | +66.2% |
| 1Y | +35.7% | -27.2% | +62.9% | +57.5% |
| 3Y | +158.2% | -8.9% | +167.1% | +141.6% |
| 5Y | +212.6% | +19.7% | +192.9% | +131.4% |
| 10Y | +1,210.8% | +168.9% | +1,041.9% | +498.0% |
| All | +1,210.8% | +172.8% | +1,038.0% | +498.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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