+92.6%
UAL vs LII
+162.0%
-69.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.2% |
| 7D | +8.2% | -0.6% | +8.8% | +8.7% |
| 30D | +2.3% | -4.6% | +6.9% | +4.7% |
| 3M | -12.7% | -21.2% | +8.5% | -0.1% |
| 6M | +12.7% | -36.4% | +49.1% | +43.6% |
| YTD | +0.8% | -28.9% | +29.8% | +18.5% |
| 1Y | +17.8% | -29.5% | +47.3% | +39.0% |
| 3Y | +206.7% | -8.6% | +215.3% | +197.1% |
| 5Y | +113.9% | +20.2% | +93.7% | +68.2% |
| All | +92.6% | +162.0% | -69.3% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling