+1,545.2%
LLY vs UL
+65.6%
+1,479.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | -5.1% | +0.9% | -6.0% | -5.3% |
| 3M | -2.1% | +14.2% | -16.3% | -6.1% |
| 6M | +13.8% | -3.2% | +17.0% | +14.5% |
| YTD | +5.1% | -0.3% | +5.4% | +4.8% |
| 1Y | +53.1% | -8.8% | +61.9% | +56.5% |
| 3Y | +95.6% | +23.9% | +71.8% | +80.8% |
| 5Y | +361.5% | +21.4% | +340.2% | +323.7% |
| 10Y | +1,545.2% | +66.7% | +1,478.5% | +1,306.7% |
| All | +1,545.2% | +65.6% | +1,479.6% | +1,306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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