-13.0%
USAR vs LII
+7.2%
-20.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.3% | +6.1% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -30.3% | -2.0% | -28.3% | -30.1% |
| 3M | -54.7% | -20.2% | -34.4% | -52.8% |
| 6M | -67.5% | -32.5% | -35.0% | -65.3% |
| YTD | -26.4% | -27.4% | +1.0% | -22.1% |
| 1Y | -49.5% | -28.2% | -21.4% | -46.6% |
| 3Y | -14.5% | -7.2% | -7.2% | -9.5% |
| All | -13.0% | +7.2% | -20.2% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling