+2,024.1%
LLY vs UL
+106.3%
+1,917.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +1.6% | +2.6% | -0.9% | +0.8% |
| 30D | +21.5% | +6.8% | +14.7% | +19.0% |
| 3M | +16.4% | +5.7% | +10.7% | +14.4% |
| 6M | +51.5% | +15.9% | +35.6% | +44.4% |
| YTD | +33.9% | +4.3% | +29.7% | +31.7% |
| 1Y | +49.1% | -0.4% | +49.5% | +48.5% |
| 3Y | +144.6% | +35.0% | +109.7% | +120.0% |
| 5Y | +466.3% | +31.6% | +434.7% | +405.2% |
| 10Y | +2,024.1% | +104.6% | +1,919.5% | +1,568.7% |
| All | +2,024.1% | +106.3% | +1,917.9% | +1,568.7% |
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