+147.9%
URI vs LII
-8.4%
+156.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.8% |
| 7D | -6.0% | +0.4% | -6.4% | -6.2% |
| 30D | +4.6% | -2.4% | +7.0% | +5.2% |
| 3M | -2.7% | -17.5% | +14.8% | +6.5% |
| 6M | +18.4% | -32.8% | +51.2% | +40.9% |
| YTD | +37.4% | -27.7% | +65.0% | +54.9% |
| 1Y | +30.4% | -28.1% | +58.4% | +47.3% |
| 3Y | +147.9% | -9.7% | +157.6% | +115.9% |
| All | +147.9% | -8.4% | +156.3% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling