+176.6%
URI vs LII
+22.0%
+154.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.8% | -4.3% | -5.6% |
| 7D | -12.9% | +0.2% | -13.1% | -13.1% |
| 30D | -3.4% | -4.6% | +1.2% | -1.6% |
| 3M | -10.0% | -21.7% | +11.6% | +2.3% |
| 6M | +12.2% | -32.8% | +45.0% | +36.1% |
| YTD | +29.8% | -27.5% | +57.3% | +48.3% |
| 1Y | +24.6% | -28.0% | +52.6% | +42.8% |
| 3Y | +137.6% | -7.2% | +144.8% | +120.6% |
| 5Y | +176.6% | +22.6% | +154.0% | +98.1% |
| All | +176.6% | +22.0% | +154.6% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling