+3,655.0%
URI vs LII
+2,790.7%
+864.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 6M | +12.2% | -32.8% | +45.0% | +35.8% |
| YTD | +29.8% | -27.5% | +57.3% | +48.9% |
| 1Y | +24.6% | -28.0% | +52.6% | +43.4% |
| 3Y | +137.6% | -7.2% | +144.8% | +132.1% |
| 5Y | +176.6% | +22.6% | +154.0% | +127.5% |
| 10Y | +1,402.6% | +171.5% | +1,231.0% | +715.8% |
| All | +3,655.0% | +2,790.7% | +864.3% | +563.3% |
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 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