-21.2%
USAR vs LII
-9.2%
-12.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +8.8% | -0.2% | +9.0% | +8.8% |
| 30D | -28.5% | -0.6% | -27.9% | -28.5% |
| 3M | -56.2% | -17.0% | -39.2% | -54.5% |
| 6M | -68.4% | -31.1% | -37.3% | -66.1% |
| YTD | -32.2% | -27.7% | -4.5% | -27.8% |
| 1Y | -52.3% | -26.2% | -26.1% | -49.1% |
| All | -21.2% | -9.2% | -12.0% | -16.2% |
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