+74.9%
USAR vs LII
+19.3%
+55.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.7% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +2.6% | -12.6% | +15.2% | +5.2% |
| 3M | -35.0% | -24.4% | -10.6% | -31.8% |
| 6M | -6.9% | -28.7% | +21.8% | -2.9% |
| YTD | +48.0% | -19.1% | +67.1% | +53.7% |
| 1Y | +24.8% | -29.7% | +54.5% | +28.6% |
| 3Y | +73.2% | +4.8% | +68.5% | +80.0% |
| All | +74.9% | +19.3% | +55.6% | +81.8% |
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