+1.1%
UL vs LII
-26.0%
+27.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +2.7% |
| 7D | +4.7% | +7.9% | -3.3% | +3.4% |
| 30D | +11.6% | -0.6% | +12.2% | +11.6% |
| 3M | +5.3% | -19.3% | +24.7% | +8.4% |
| 6M | +16.0% | -29.8% | +45.9% | +20.7% |
| YTD | +5.0% | -25.4% | +30.4% | +8.0% |
| 1Y | +1.1% | -26.2% | +27.3% | +4.7% |
| All | +1.1% | -26.0% | +27.1% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling