-19.7%
USAR vs LII
-8.7%
-11.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +11.3% |
| 7D | -14.5% | -0.6% | -13.9% | -14.5% |
| 30D | -37.8% | -4.6% | -33.2% | -37.3% |
| 3M | -52.8% | -21.2% | -31.5% | -50.5% |
| 6M | -71.2% | -36.4% | -34.8% | -68.8% |
| YTD | -30.9% | -28.9% | -2.0% | -26.2% |
| 1Y | -48.0% | -29.5% | -18.5% | -44.5% |
| 3Y | -19.7% | -8.6% | -11.1% | -14.5% |
| All | -19.7% | -8.7% | -11.0% | -14.5% |
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