+101.1%
UAL vs LII
+166.2%
-65.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.4% |
| 7D | +12.5% | +0.4% | +12.0% | +12.4% |
| 30D | +12.2% | -2.4% | +14.6% | +13.3% |
| 3M | -2.6% | -17.5% | +14.9% | +8.5% |
| 6M | +21.1% | -32.8% | +53.9% | +49.4% |
| YTD | +7.8% | -27.7% | +35.5% | +25.5% |
| 1Y | +25.4% | -28.1% | +53.5% | +46.3% |
| 3Y | +217.3% | -9.7% | +227.0% | +210.1% |
| 5Y | +132.9% | +19.5% | +113.4% | +84.3% |
| 10Y | +101.1% | +170.6% | -69.5% | -5.6% |
| All | +101.1% | +166.2% | -65.1% | -5.6% |
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