+3,533.0%
URI vs LII
+3,124.4%
+408.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -6.7% | -24.4% | +17.7% | +6.8% |
| 6M | +19.0% | -28.7% | +47.7% | +39.6% |
| YTD | +25.5% | -19.1% | +44.7% | +36.7% |
| 1Y | +5.5% | -29.7% | +35.2% | +23.4% |
| 3Y | +111.3% | +4.8% | +106.5% | +94.3% |
| 5Y | +198.6% | +24.6% | +174.0% | +145.4% |
| 10Y | +1,179.9% | +169.2% | +1,010.7% | +601.2% |
| All | +3,533.0% | +3,124.4% | +408.6% | +508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling