+120.5%
URI vs LII
+5.3%
+115.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.0% |
| 7D | -2.0% | -0.7% | -1.3% | -1.6% |
| 30D | -12.9% | -12.6% | -0.3% | -6.8% |
| 3M | -6.7% | -24.4% | +17.7% | +5.7% |
| 6M | +19.0% | -28.7% | +47.7% | +38.4% |
| YTD | +25.5% | -19.1% | +44.7% | +34.9% |
| 1Y | +5.5% | -29.7% | +35.2% | +22.4% |
| All | +120.5% | +5.3% | +115.2% | +85.3% |
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